+476.2%
STX vs PTC
+60.7%
+415.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +14.6% | +0.5% | +14.1% | +14.5% |
| 30D | -26.0% | +1.2% | -27.2% | -26.1% |
| 3M | -42.6% | +27.4% | -70.0% | -46.1% |
| 6M | -35.3% | +39.2% | -74.5% | -41.0% |
| YTD | +92.5% | +12.5% | +80.0% | +88.6% |
| 1Y | +102.4% | +12.3% | +90.1% | +98.3% |
| 3Y | +673.8% | +28.8% | +645.0% | +570.1% |
| All | +476.2% | +60.7% | +415.5% | +335.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling