+2,090.1%
PPL vs STT
+7,372.9%
-5,282.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +0.5% | +3.9% | -3.4% | -0.3% |
| 3M | +0.7% | +20.0% | -19.3% | -2.7% |
| 6M | -7.6% | +55.3% | -62.9% | -15.0% |
| YTD | +1.8% | +53.3% | -51.5% | -6.3% |
| 1Y | -0.8% | +74.7% | -75.5% | -11.0% |
| 3Y | +56.9% | +205.8% | -149.0% | +25.9% |
| 5Y | +39.5% | +145.0% | -105.5% | +14.4% |
| 10Y | +55.4% | +266.0% | -210.6% | +14.8% |
| All | +2,090.1% | +7,372.9% | -5,282.9% | +821.6% |
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 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