+117.4%
PM vs STT
+145.1%
-27.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -4.9% | +0.5% | -5.4% | -5.0% |
| 30D | -3.4% | +3.9% | -7.2% | -4.0% |
| 3M | +5.2% | +20.0% | -14.8% | +2.0% |
| 6M | +3.7% | +55.3% | -51.6% | -4.1% |
| YTD | +15.8% | +53.3% | -37.6% | +7.1% |
| 1Y | +17.4% | +74.7% | -57.3% | +5.8% |
| 3Y | +116.9% | +205.8% | -88.9% | +70.8% |
| All | +117.4% | +145.1% | -27.7% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling