+156.0%
STT vs PPG
-24.6%
+180.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.8% |
| 7D | -1.4% | -5.1% | +3.8% | +1.4% |
| 30D | +2.2% | -9.6% | +11.7% | +7.8% |
| 3M | +18.8% | -6.4% | +25.3% | +22.0% |
| 6M | +57.9% | +0.5% | +57.4% | +54.1% |
| YTD | +51.0% | +4.4% | +46.6% | +42.8% |
| 1Y | +77.1% | -0.9% | +78.0% | +72.4% |
| 3Y | +199.8% | -17.0% | +216.8% | +219.7% |
| 5Y | +156.0% | -23.7% | +179.6% | +174.6% |
| All | +156.0% | -24.6% | +180.5% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling