+58.1%
PPL vs STT
+164.8%
-106.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.2% |
| 7D | +1.0% | -4.9% | +5.9% | +1.5% |
| 30D | +6.8% | -6.0% | +12.8% | +7.4% |
| 3M | +3.9% | -11.7% | +15.5% | +5.1% |
| 6M | -2.0% | +11.7% | -13.7% | -3.5% |
| YTD | +5.3% | +30.4% | -25.2% | +1.1% |
| 1Y | +2.2% | +43.9% | -41.7% | -3.7% |
| All | +58.1% | +164.8% | -106.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling