+1,907.8%
STX vs PTC
+318.2%
+1,589.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -17.3% | +1.3% | -18.6% | -17.6% |
| 30D | -35.9% | +1.1% | -37.0% | -36.1% |
| 3M | -37.3% | +30.1% | -67.5% | -42.9% |
| 6M | -35.8% | +34.0% | -69.8% | -43.0% |
| YTD | +82.7% | +12.8% | +69.9% | +70.7% |
| 1Y | +71.6% | +10.7% | +60.9% | +61.4% |
| 3Y | +635.3% | +29.6% | +605.6% | +532.4% |
| 5Y | +483.8% | +63.5% | +420.2% | +352.9% |
| All | +1,907.8% | +318.2% | +1,589.6% | +830.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling