+588.0%
STX vs PTC
+32.2%
+555.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -28.5% | -0.2% | -28.2% | -28.5% |
| 30D | -42.9% | +0.8% | -43.7% | -42.9% |
| 3M | -45.9% | +32.1% | -78.0% | -46.8% |
| 6M | -41.3% | +42.6% | -83.9% | -41.9% |
| YTD | +67.9% | +12.0% | +56.0% | +77.0% |
| 1Y | +66.5% | +12.2% | +54.4% | +75.4% |
| 3Y | +588.0% | +31.2% | +556.8% | +520.1% |
| All | +588.0% | +32.2% | +555.8% | +520.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling