+60.2%
PPL vs STT
+204.5%
-144.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | +5.4% | -5.0% | +10.4% | +6.7% |
| 3M | +4.3% | -10.5% | +14.7% | +7.0% |
| 6M | -1.3% | +10.0% | -11.3% | -4.2% |
| YTD | +4.7% | +30.7% | -26.0% | -3.5% |
| 1Y | +1.3% | +43.8% | -42.5% | -9.2% |
| 3Y | +57.2% | +168.1% | -110.9% | +16.4% |
| 5Y | +48.2% | +101.4% | -53.2% | +15.3% |
| All | +60.2% | +204.5% | -144.3% | +10.4% |
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