+596.2%
STX vs PPL
+56.9%
+539.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.8% | -17.0% | -16.1% |
| 7D | -33.4% | +1.0% | -34.4% | -33.2% |
| 30D | -42.1% | +6.8% | -48.9% | -41.3% |
| 3M | -44.3% | +3.9% | -48.1% | -43.6% |
| 6M | -39.4% | -2.0% | -37.4% | -38.8% |
| YTD | +70.0% | +5.3% | +64.7% | +71.0% |
| 1Y | +70.2% | +2.2% | +68.0% | +71.9% |
| All | +596.2% | +56.9% | +539.3% | +566.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling