+1,019.5%
STX vs PPL
+39.5%
+980.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | +2.7% | -0.3% | +1.9% |
| 30D | +1.4% | +0.5% | +0.9% | +1.3% |
| 3M | -8.2% | +0.7% | -8.9% | -8.9% |
| 6M | +127.0% | -7.6% | +134.6% | +130.0% |
| YTD | +209.1% | +1.8% | +207.3% | +204.4% |
| 1Y | +365.4% | -0.8% | +366.2% | +360.5% |
| 3Y | +1,135.4% | +56.9% | +1,078.5% | +902.1% |
| All | +1,019.5% | +39.5% | +980.0% | +851.6% |
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