+1,184.4%
STX vs PTC
-3.9%
+1,188.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.0% | +12.4% | +6.5% |
| 7D | +2.4% | -10.3% | +12.6% | +2.7% |
| 30D | +1.4% | +1.1% | +0.2% | +1.1% |
| 3M | -8.2% | +1.6% | -9.8% | -7.3% |
| 6M | +127.0% | -13.5% | +140.5% | +138.4% |
| YTD | +209.1% | -19.1% | +228.2% | +231.3% |
| 1Y | +365.4% | -33.9% | +399.3% | +437.9% |
| All | +1,184.4% | -3.9% | +1,188.2% | +1,042.4% |
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 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