+487.4%
STX vs PPL
+48.1%
+439.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.1% | +9.8% |
| 7D | -14.8% | -1.2% | -13.5% | -14.6% |
| 30D | -35.4% | +4.2% | -39.6% | -35.8% |
| 3M | -37.7% | +1.5% | -39.2% | -37.8% |
| 6M | -35.2% | +1.0% | -36.3% | -35.6% |
| YTD | +84.4% | +4.4% | +80.0% | +80.7% |
| 1Y | +82.3% | +0.8% | +81.5% | +80.6% |
| 3Y | +646.2% | +56.5% | +589.8% | +508.1% |
| 5Y | +487.4% | +47.7% | +439.7% | +393.6% |
| All | +487.4% | +48.1% | +439.3% | +393.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling