+3,574.7%
STX vs PTC
+200.6%
+3,374.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -1.1% |
| 7D | +9.6% | -13.6% | +23.1% | +14.1% |
| 30D | +10.6% | -14.7% | +25.3% | +15.2% |
| 3M | +4.8% | -5.9% | +10.7% | +4.2% |
| 6M | +137.3% | -21.1% | +158.4% | +149.6% |
| YTD | +222.5% | -26.0% | +248.5% | +244.8% |
| 1Y | +366.2% | -36.8% | +403.0% | +427.9% |
| 3Y | +1,352.9% | -10.3% | +1,363.2% | +1,299.2% |
| 5Y | +1,077.4% | +1.2% | +1,076.3% | +964.7% |
| All | +3,574.7% | +200.6% | +3,374.1% | +1,842.2% |
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