+678.9%
STM vs PPL
+54.8%
+624.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +2.7% | +3.1% | +4.6% |
| 30D | -1.0% | +0.5% | -1.5% | -1.2% |
| 3M | -33.3% | +0.7% | -33.9% | -33.9% |
| 6M | +57.4% | -7.6% | +65.0% | +61.4% |
| YTD | +102.2% | +1.8% | +100.4% | +98.2% |
| 1Y | +99.6% | -0.8% | +100.4% | +97.5% |
| 3Y | +14.5% | +56.9% | -42.4% | -11.0% |
| 5Y | +21.4% | +39.5% | -18.1% | -0.2% |
| All | +678.9% | +54.8% | +624.1% | +501.2% |
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