+98.3%
STM vs PPL
+0.2%
+98.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.0% |
| 7D | +12.0% | -0.4% | +12.4% | +11.9% |
| 30D | -0.4% | +2.6% | -3.0% | +0.5% |
| 3M | -13.2% | +0.8% | -14.0% | -12.9% |
| 6M | -26.1% | +1.4% | -27.5% | -25.7% |
| YTD | +81.2% | +4.3% | +76.9% | +85.3% |
| 1Y | +98.3% | +0.8% | +97.6% | +100.6% |
| All | +98.3% | +0.2% | +98.1% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling