+2,071.0%
STX vs PTC
+326.2%
+1,744.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.7% |
| 7D | -14.8% | +0.8% | -15.6% | -14.9% |
| 30D | -35.4% | +0.7% | -36.1% | -35.5% |
| 3M | -37.7% | +32.6% | -70.3% | -43.6% |
| 6M | -35.2% | +33.6% | -68.8% | -42.4% |
| YTD | +84.4% | +12.4% | +72.0% | +72.4% |
| 1Y | +82.3% | +11.2% | +71.0% | +71.1% |
| 3Y | +646.2% | +31.7% | +614.5% | +537.6% |
| 5Y | +487.4% | +60.1% | +427.4% | +359.0% |
| 10Y | +2,071.0% | +317.2% | +1,753.8% | +907.4% |
| All | +2,071.0% | +326.2% | +1,744.9% | +907.4% |
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