+75.2%
STX vs PPL
-0.2%
+75.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -17.3% | 0.0% | -17.3% | -17.2% |
| 30D | -35.9% | +4.3% | -40.2% | -34.1% |
| 3M | -37.3% | +2.9% | -40.3% | -35.5% |
| 6M | -35.8% | +1.1% | -36.9% | -34.2% |
| YTD | +82.7% | +4.5% | +78.3% | +85.2% |
| All | +75.2% | -0.2% | +75.4% | +85.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling