+392.6%
STM vs PPL
+62.0%
+330.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | -10.7% | +0.4% | -11.2% | -11.0% |
| 30D | -25.7% | +5.4% | -31.2% | -27.5% |
| 3M | -21.6% | +4.3% | -25.8% | -23.1% |
| 6M | -27.8% | -1.3% | -26.5% | -28.0% |
| YTD | +61.8% | +4.7% | +57.1% | +56.4% |
| 1Y | +78.1% | +1.3% | +76.8% | +74.5% |
| 3Y | +4.9% | +57.2% | -52.3% | -18.4% |
| 5Y | -14.3% | +48.2% | -62.5% | -31.5% |
| All | +392.6% | +62.0% | +330.6% | +279.4% |
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