+644.6%
STM vs PPG
+26.3%
+618.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.1% |
| 7D | -1.1% | -5.1% | +4.1% | +3.0% |
| 30D | -7.8% | -9.6% | +1.8% | -0.6% |
| 3M | -28.2% | -6.4% | -21.8% | -24.7% |
| 6M | +52.0% | +0.5% | +51.5% | +49.7% |
| YTD | +96.4% | +4.4% | +91.9% | +87.1% |
| 1Y | +98.8% | -0.9% | +99.7% | +96.3% |
| 3Y | +18.3% | -17.0% | +35.2% | +33.6% |
| 5Y | +17.7% | -23.7% | +41.4% | +38.5% |
| All | +644.6% | +26.3% | +618.2% | +494.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling