+54.2%
PPL vs STT
+267.1%
-212.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +0.5% | +3.9% | -3.4% | -0.6% |
| 3M | +0.7% | +20.0% | -19.3% | -4.2% |
| 6M | -7.6% | +55.3% | -62.9% | -18.1% |
| YTD | +1.8% | +53.3% | -51.5% | -9.7% |
| 1Y | -0.8% | +74.7% | -75.5% | -15.3% |
| 3Y | +56.9% | +205.8% | -149.0% | +12.7% |
| 5Y | +39.5% | +145.0% | -105.5% | +3.1% |
| All | +54.2% | +267.1% | -212.9% | -3.5% |
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