+249.4%
PBF vs STLA
-3.1%
+252.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.1% | +8.3% | +5.0% |
| 7D | +4.3% | -13.1% | +17.3% | +10.9% |
| 30D | -21.8% | -13.3% | -8.5% | -17.6% |
| 3M | +1.7% | -27.9% | +29.6% | +15.8% |
| 6M | +69.8% | -47.8% | +117.6% | +121.1% |
| YTD | +167.7% | -64.6% | +232.3% | +301.9% |
| 1Y | +89.0% | -64.0% | +153.0% | +179.1% |
| 3Y | +78.8% | -76.8% | +155.6% | +210.0% |
| 5Y | +415.4% | -74.2% | +489.6% | +660.0% |
| All | +249.4% | -3.1% | +252.4% | +122.2% |
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