+381.1%
PPG vs STLA
+252.7%
+128.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.8% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -7.8% | -2.4% | -5.4% | -7.4% |
| 3M | -2.2% | -23.9% | +21.7% | +3.7% |
| 6M | +4.1% | -24.6% | +28.8% | +10.4% |
| YTD | +9.1% | -50.5% | +59.6% | +26.0% |
| 1Y | +1.0% | -39.8% | +40.8% | +10.5% |
| 3Y | -13.3% | -65.6% | +52.4% | +5.4% |
| 5Y | -19.2% | -62.1% | +42.9% | -5.4% |
| 10Y | +25.9% | +47.8% | -21.9% | +16.5% |
| All | +381.1% | +252.7% | +128.5% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling