+17,056.4%
STX vs PPG
+697.9%
+16,358.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.5% | +9.0% | +8.0% |
| 7D | +10.7% | 0.0% | +10.7% | +10.6% |
| 30D | +11.3% | -7.8% | +19.1% | +16.7% |
| 3M | +3.2% | -2.2% | +5.4% | +2.5% |
| 6M | +157.0% | +4.1% | +152.8% | +142.7% |
| YTD | +229.2% | +9.1% | +220.1% | +202.0% |
| 1Y | +381.8% | +1.0% | +380.9% | +358.3% |
| 3Y | +1,383.2% | -13.3% | +1,396.4% | +1,433.4% |
| 5Y | +1,144.9% | -19.2% | +1,164.1% | +1,208.7% |
| 10Y | +3,676.0% | +25.9% | +3,650.1% | +2,610.8% |
| All | +17,056.4% | +697.9% | +16,358.4% | +3,306.7% |
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