-17.0%
PPG vs STLA
-66.1%
+49.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | -0.2% |
| 7D | -6.2% | -2.9% | -3.4% | -5.5% |
| 30D | -7.9% | +0.9% | -8.9% | -8.4% |
| 3M | -10.2% | -21.6% | +11.4% | -4.2% |
| 6M | +2.7% | -21.6% | +24.3% | +9.1% |
| YTD | +4.9% | -50.4% | +55.3% | +25.2% |
| 1Y | -3.2% | -43.6% | +40.4% | +9.5% |
| 3Y | -17.0% | -66.4% | +49.4% | -0.6% |
| All | -17.0% | -66.1% | +49.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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