-17.9%
STM vs PPL
+47.7%
-65.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.8% | -13.2% | -12.6% |
| 7D | -20.1% | +1.0% | -21.1% | -20.4% |
| 30D | -32.0% | +6.8% | -38.8% | -33.5% |
| 3M | -24.2% | +3.9% | -28.0% | -25.2% |
| 6M | -29.9% | -2.0% | -27.9% | -29.8% |
| YTD | +54.9% | +5.3% | +49.6% | +50.1% |
| 1Y | +68.0% | +2.2% | +65.8% | +64.6% |
| 3Y | -0.1% | +56.7% | -56.9% | -24.9% |
| 5Y | -17.9% | +49.1% | -67.0% | -35.9% |
| All | -17.9% | +47.7% | -65.6% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling