+422.5%
STM vs PPL
+62.1%
+360.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.0% | +6.9% |
| 7D | -5.6% | -1.2% | -4.4% | -5.2% |
| 30D | -14.4% | +4.2% | -18.7% | -16.1% |
| 3M | -20.5% | +1.5% | -22.0% | -21.2% |
| 6M | -24.5% | +1.0% | -25.6% | -25.5% |
| YTD | +72.7% | +4.4% | +68.3% | +67.2% |
| 1Y | +91.0% | +0.8% | +90.3% | +87.6% |
| 3Y | +13.5% | +56.5% | -43.0% | -11.6% |
| 5Y | -9.2% | +47.7% | -56.9% | -27.4% |
| 10Y | +422.5% | +64.4% | +358.1% | +304.9% |
| All | +422.5% | +62.1% | +360.4% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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