+0.4%
STM vs PPL
+56.9%
-56.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.8% | -13.2% | -12.3% |
| 7D | -20.1% | +1.0% | -21.1% | -20.0% |
| 30D | -32.0% | +6.8% | -38.8% | -31.8% |
| 3M | -24.2% | +3.9% | -28.0% | -24.0% |
| 6M | -29.9% | -2.0% | -27.9% | -29.8% |
| YTD | +54.9% | +5.3% | +49.6% | +54.4% |
| 1Y | +68.0% | +2.2% | +65.8% | +67.9% |
| All | +0.4% | +56.9% | -56.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling