-2.0%
PPL vs STT
+11.6%
-13.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +0.5% |
| 7D | +1.0% | -4.9% | +5.9% | +0.8% |
| 30D | +6.8% | -6.0% | +12.8% | +6.5% |
| 3M | +3.9% | -11.7% | +15.5% | +3.8% |
| 6M | -2.0% | +11.7% | -13.7% | +2.1% |
| All | -2.0% | +11.6% | -13.6% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling