-15.7%
STM vs PPL
+47.9%
-63.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | -10.7% | +0.4% | -11.2% | -10.9% |
| 30D | -25.7% | +5.4% | -31.2% | -27.1% |
| 3M | -21.6% | +4.3% | -25.8% | -22.7% |
| 6M | -27.8% | -1.3% | -26.5% | -27.9% |
| YTD | +61.8% | +4.7% | +57.1% | +57.0% |
| 1Y | +78.1% | +1.3% | +76.8% | +75.1% |
| 3Y | +4.9% | +57.2% | -52.3% | -21.5% |
| All | -15.7% | +47.9% | -63.6% | -34.3% |
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