+1,048.0%
STX vs PPG
-24.1%
+1,072.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -3.9% |
| 7D | -2.3% | -6.2% | +4.0% | +0.7% |
| 30D | -5.5% | -7.9% | +2.5% | -1.8% |
| 3M | -4.3% | -10.2% | +5.9% | -0.8% |
| 6M | +115.6% | +2.7% | +113.0% | +106.2% |
| YTD | +202.2% | +4.9% | +197.3% | +186.0% |
| 1Y | +325.3% | -3.2% | +328.5% | +317.3% |
| 3Y | +1,283.9% | -17.0% | +1,300.9% | +1,352.5% |
| All | +1,048.0% | -24.1% | +1,072.1% | +1,101.9% |
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