+96.4%
PBF vs STLA
-64.5%
+160.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.3% |
| 7D | +6.5% | -13.8% | +20.2% | +4.4% |
| 30D | -20.0% | -10.5% | -9.5% | -21.0% |
| 3M | -3.3% | -28.9% | +25.5% | -8.3% |
| 6M | +76.8% | -49.7% | +126.5% | +56.6% |
| YTD | +168.9% | -64.9% | +233.9% | +156.3% |
| 1Y | +96.4% | -64.0% | +160.4% | +85.6% |
| All | +96.4% | -64.5% | +160.8% | +85.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling