+264.3%
STT vs PPG
+26.9%
+237.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -0.4% | -6.2% | +5.8% | +3.6% |
| 30D | +1.7% | -7.9% | +9.7% | +7.1% |
| 3M | +17.9% | -10.2% | +28.1% | +25.0% |
| 6M | +55.3% | +2.7% | +52.6% | +49.1% |
| YTD | +52.7% | +4.9% | +47.8% | +43.2% |
| 1Y | +75.7% | -3.2% | +78.8% | +73.1% |
| 3Y | +197.9% | -17.0% | +214.9% | +218.9% |
| 5Y | +158.8% | -23.3% | +182.1% | +186.0% |
| All | +264.3% | +26.9% | +237.4% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling