+66.8%
PPL vs STT
+198.3%
-131.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +4.3% | -1.9% | +6.2% | +4.7% |
| 3M | +2.9% | -7.6% | +10.5% | +4.8% |
| 6M | +1.1% | +16.0% | -14.9% | -3.2% |
| YTD | +4.5% | +36.2% | -31.7% | -4.8% |
| 1Y | +0.1% | +46.8% | -46.7% | -10.7% |
| 3Y | +55.7% | +177.8% | -122.1% | +13.9% |
| 5Y | +47.6% | +105.8% | -58.2% | +14.0% |
| 10Y | +66.8% | +197.6% | -130.7% | +7.6% |
| All | +66.8% | +198.3% | -131.5% | +7.6% |
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