-23.1%
PPG vs STLA
-62.8%
+39.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | -0.3% |
| 7D | -6.2% | -2.9% | -3.4% | -5.3% |
| 30D | -7.9% | +0.9% | -8.9% | -8.5% |
| 3M | -10.2% | -21.6% | +11.4% | -3.0% |
| 6M | +2.7% | -21.6% | +24.3% | +10.3% |
| YTD | +4.9% | -50.4% | +55.3% | +29.8% |
| 1Y | -3.2% | -43.6% | +40.4% | +12.4% |
| 3Y | -17.0% | -66.4% | +49.4% | +11.0% |
| All | -23.1% | -62.8% | +39.8% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling