+334.1%
PBF vs STLA
+48.0%
+286.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.3% | +4.7% |
| 7D | +2.4% | +0.7% | +1.6% | +1.8% |
| 30D | +24.9% | -2.4% | +27.2% | +25.5% |
| 3M | +81.9% | -23.9% | +105.7% | +102.6% |
| 6M | +79.4% | -24.6% | +104.0% | +93.2% |
| YTD | +188.3% | -50.5% | +238.8% | +274.5% |
| 1Y | +177.3% | -39.8% | +217.1% | +213.8% |
| 3Y | +56.0% | -65.6% | +121.6% | +123.2% |
| 5Y | +804.0% | -62.1% | +866.1% | +1,013.6% |
| 10Y | +334.1% | +47.8% | +286.3% | +193.2% |
| All | +334.1% | +48.0% | +286.1% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling