+2,038.9%
STX vs PPL
+65.0%
+1,973.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +16.8% | -2.2% | +19.0% | +17.6% |
| 30D | -27.0% | +1.7% | -28.7% | -27.7% |
| 3M | -37.9% | +0.1% | -38.0% | -38.2% |
| 6M | -32.5% | -1.5% | -31.0% | -32.9% |
| YTD | +98.6% | +3.0% | +95.6% | +93.3% |
| 1Y | +93.6% | -1.4% | +95.0% | +91.5% |
| 3Y | +699.1% | +53.5% | +645.6% | +547.2% |
| 5Y | +481.0% | +46.4% | +434.6% | +376.4% |
| All | +2,038.9% | +65.0% | +1,973.9% | +1,448.9% |
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