+260.9%
PM vs STT
+203.9%
+57.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | -2.8% | -0.4% | -2.4% | -2.8% |
| 3M | +6.3% | -6.5% | +12.8% | +7.8% |
| 6M | +9.6% | +17.2% | -7.5% | +4.8% |
| YTD | +25.6% | +38.2% | -12.6% | +14.5% |
| 1Y | +29.7% | +49.3% | -19.6% | +15.8% |
| 3Y | +147.6% | +181.9% | -34.4% | +82.1% |
| 5Y | +160.1% | +106.9% | +53.2% | +102.8% |
| 10Y | +260.9% | +203.1% | +57.8% | +136.2% |
| All | +260.9% | +203.9% | +57.0% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling