+2,108.4%
STX vs PPL
+65.2%
+2,043.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +10.9% | +10.3% |
| 7D | -1.0% | -1.0% | 0.0% | -0.7% |
| 30D | -26.8% | +3.0% | -29.8% | -27.7% |
| 3M | -32.7% | +1.1% | -33.8% | -33.2% |
| 6M | -33.7% | -0.8% | -33.0% | -34.3% |
| YTD | +101.0% | +3.5% | +97.5% | +95.4% |
| 1Y | +92.7% | -0.9% | +93.6% | +90.3% |
| 3Y | +708.7% | +54.2% | +654.5% | +554.1% |
| 5Y | +504.0% | +46.3% | +457.7% | +395.7% |
| 10Y | +2,108.4% | +65.0% | +2,043.3% | +1,522.4% |
| All | +2,108.4% | +65.2% | +2,043.1% | +1,522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling