+49.1%
PPL vs STT
+97.1%
-48.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.6% |
| 7D | +1.0% | -4.9% | +5.9% | +1.9% |
| 30D | +6.8% | -6.0% | +12.8% | +7.9% |
| 3M | +3.9% | -11.7% | +15.5% | +6.0% |
| 6M | -2.0% | +11.7% | -13.7% | -4.4% |
| YTD | +5.3% | +30.4% | -25.2% | -0.8% |
| 1Y | +2.2% | +43.9% | -41.7% | -5.8% |
| 3Y | +56.7% | +165.4% | -108.7% | +24.1% |
| 5Y | +49.1% | +101.0% | -51.9% | +18.3% |
| All | +49.1% | +97.1% | -48.0% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling