+2,146.7%
PPL vs STT
+6,570.9%
-4,424.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +8.4% | -1.7% | +10.1% | +8.7% |
| 3M | +2.4% | -6.4% | +8.8% | +3.5% |
| 6M | -4.0% | +17.7% | -21.6% | -7.0% |
| YTD | +4.5% | +36.9% | -32.4% | -2.0% |
| 1Y | +1.7% | +52.0% | -50.3% | -6.4% |
| 3Y | +55.5% | +178.6% | -123.0% | +26.9% |
| 5Y | +47.0% | +109.1% | -62.0% | +24.1% |
| 10Y | +62.4% | +226.1% | -163.7% | +22.5% |
| All | +2,146.7% | +6,570.9% | -4,424.2% | +864.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling