+8,652.1%
STX vs PTC
+3,367.9%
+5,284.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -28.5% | -0.2% | -28.2% | -28.4% |
| 30D | -42.9% | +0.8% | -43.7% | -43.1% |
| 3M | -45.9% | +32.1% | -78.0% | -52.6% |
| 6M | -41.3% | +42.6% | -83.9% | -51.5% |
| YTD | +67.9% | +12.0% | +56.0% | +50.9% |
| 1Y | +66.5% | +12.2% | +54.4% | +49.5% |
| 3Y | +588.0% | +31.2% | +556.8% | +465.4% |
| 5Y | +449.1% | +54.9% | +394.2% | +315.0% |
| 10Y | +1,982.8% | +343.1% | +1,639.7% | +816.6% |
| All | +8,652.1% | +3,367.9% | +5,284.2% | +1,495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling