+1,972.8%
STX vs PPL
+67.2%
+1,905.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.5% |
| 7D | +14.6% | -0.4% | +15.0% | +14.7% |
| 30D | -26.0% | +2.6% | -28.6% | -26.8% |
| 3M | -42.6% | +0.8% | -43.4% | -43.0% |
| 6M | -35.3% | +1.4% | -36.7% | -36.3% |
| YTD | +92.5% | +4.3% | +88.2% | +86.5% |
| 1Y | +102.4% | +0.8% | +101.6% | +98.6% |
| 3Y | +673.8% | +57.9% | +615.9% | +519.9% |
| 5Y | +463.1% | +48.3% | +414.7% | +359.7% |
| All | +1,972.8% | +67.2% | +1,905.7% | +1,394.7% |
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