+7,234.7%
STT vs PPG
+2,691.0%
+4,543.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | +0.3% |
| 7D | +2.2% | 0.0% | +2.2% | +2.1% |
| 30D | +3.9% | -7.8% | +11.7% | +9.1% |
| 3M | +19.2% | -2.2% | +21.4% | +19.6% |
| 6M | +60.4% | +4.1% | +56.2% | +52.9% |
| YTD | +51.5% | +9.1% | +42.4% | +39.4% |
| 1Y | +76.3% | +1.0% | +75.3% | +69.6% |
| 3Y | +200.7% | -13.3% | +214.0% | +212.6% |
| 5Y | +157.5% | -19.2% | +176.7% | +175.2% |
| 10Y | +262.0% | +25.9% | +236.1% | +184.2% |
| All | +7,234.7% | +2,691.0% | +4,543.6% | +1,323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling