+1,727.7%
STM vs PPL
+1,697.7%
+30.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.8% | -13.2% | -12.7% |
| 7D | -20.1% | +1.0% | -21.1% | -20.5% |
| 30D | -32.0% | +6.8% | -38.8% | -33.9% |
| 3M | -24.2% | +3.9% | -28.0% | -25.5% |
| 6M | -29.9% | -2.0% | -27.9% | -30.0% |
| YTD | +54.9% | +5.3% | +49.6% | +49.8% |
| 1Y | +68.0% | +2.2% | +65.8% | +64.2% |
| 3Y | -0.1% | +56.7% | -56.9% | -19.8% |
| 5Y | -17.9% | +49.1% | -67.0% | -32.7% |
| 10Y | +392.2% | +63.6% | +328.6% | +275.0% |
| All | +1,727.7% | +1,697.7% | +30.0% | +694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling