+465.1%
STM vs PPG
+53.9%
+411.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | +0.7% | +11.3% | +11.4% |
| 30D | -0.4% | +17.6% | -17.9% | -12.5% |
| 3M | -13.2% | +7.5% | -20.6% | -18.5% |
| 6M | -26.1% | +17.6% | -43.7% | -35.5% |
| YTD | +81.2% | +22.6% | +58.6% | +51.6% |
| 1Y | +98.3% | +28.0% | +70.3% | +60.3% |
| 3Y | +16.7% | +1.8% | +14.9% | +12.4% |
| 5Y | -4.8% | -15.5% | +10.6% | +2.9% |
| All | +465.1% | +53.9% | +411.2% | +296.9% |
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