+99.4%
STT vs PTC
+55.9%
+43.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.5% | -0.2% | -2.2% | -2.4% |
| 30D | -5.0% | +0.8% | -5.7% | -5.1% |
| 3M | -10.5% | +32.1% | -42.6% | -19.0% |
| 6M | +10.0% | +42.6% | -32.6% | -4.6% |
| YTD | +30.7% | +12.0% | +18.7% | +25.1% |
| 1Y | +43.8% | +12.2% | +31.6% | +37.5% |
| 3Y | +168.1% | +31.2% | +136.9% | +125.6% |
| All | +99.4% | +55.9% | +43.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling