+1,376.8%
STX vs PPG
-16.1%
+1,392.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.1% |
| 7D | +9.6% | -3.7% | +13.3% | +11.2% |
| 30D | +10.6% | -7.2% | +17.8% | +13.7% |
| 3M | +4.8% | -7.3% | +12.1% | +6.4% |
| 6M | +137.3% | +0.3% | +137.0% | +129.7% |
| YTD | +222.5% | +6.5% | +216.0% | +203.3% |
| 1Y | +366.2% | +0.5% | +365.7% | +349.6% |
| All | +1,376.8% | -16.1% | +1,392.9% | +1,404.8% |
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