+698.5%
STX vs PTC
+29.3%
+669.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +16.8% | +0.8% | +16.0% | +16.8% |
| 30D | -27.0% | +1.2% | -28.2% | -27.1% |
| 3M | -37.9% | +32.6% | -70.5% | -38.9% |
| 6M | -32.5% | +36.1% | -68.6% | -32.3% |
| YTD | +98.6% | +12.7% | +85.9% | +109.3% |
| 1Y | +93.6% | +10.2% | +83.4% | +105.6% |
| All | +698.5% | +29.3% | +669.2% | +610.5% |
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