+194.7%
STT vs PPG
-17.7%
+212.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -1.4% | -5.1% | +3.8% | +0.8% |
| 30D | +2.2% | -9.6% | +11.7% | +6.5% |
| 3M | +18.8% | -6.4% | +25.3% | +21.3% |
| 6M | +57.9% | +0.5% | +57.4% | +54.8% |
| YTD | +51.0% | +4.4% | +46.6% | +44.0% |
| 1Y | +77.1% | -0.9% | +78.0% | +73.3% |
| All | +194.7% | -17.7% | +212.4% | +202.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling