+16,011.1%
STX vs PPL
+535.1%
+15,476.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | +2.7% | -0.3% | +1.2% |
| 30D | +1.4% | +0.5% | +0.9% | +1.1% |
| 3M | -8.2% | +0.7% | -8.9% | -9.3% |
| 6M | +127.0% | -7.6% | +134.6% | +132.0% |
| YTD | +209.1% | +1.8% | +207.3% | +202.2% |
| 1Y | +365.4% | -0.8% | +366.2% | +358.1% |
| 3Y | +1,135.4% | +56.9% | +1,078.5% | +865.6% |
| 5Y | +991.5% | +39.5% | +952.0% | +794.4% |
| 10Y | +3,695.8% | +55.4% | +3,640.4% | +2,701.6% |
| All | +16,011.1% | +535.1% | +15,476.0% | +7,073.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling