+8,757.3%
STX vs PPL
+556.6%
+8,200.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.8% | -17.0% | -16.6% |
| 7D | -33.4% | +1.0% | -34.4% | -33.8% |
| 30D | -42.1% | +6.8% | -48.9% | -43.9% |
| 3M | -44.3% | +3.9% | -48.1% | -45.5% |
| 6M | -39.4% | -2.0% | -37.4% | -39.7% |
| YTD | +70.0% | +5.3% | +64.7% | +63.0% |
| 1Y | +70.2% | +2.2% | +68.0% | +65.2% |
| 3Y | +585.2% | +56.7% | +528.4% | +435.7% |
| 5Y | +455.7% | +49.1% | +406.6% | +340.4% |
| 10Y | +2,007.9% | +63.6% | +1,944.2% | +1,414.4% |
| All | +8,757.3% | +556.6% | +8,200.7% | +3,769.6% |
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 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