+63.3%
PBF vs STLA
-74.0%
+137.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -13.8% | -4.5% | -9.2% | -13.3% |
| 30D | -19.6% | -3.9% | -15.7% | -19.3% |
| 3M | +10.3% | -20.2% | +30.4% | +13.3% |
| 6M | +63.4% | -42.2% | +105.6% | +75.8% |
| YTD | +152.6% | -59.3% | +212.0% | +194.4% |
| 1Y | +87.4% | -56.1% | +143.4% | +112.2% |
| 3Y | +63.3% | -73.7% | +136.9% | +82.1% |
| All | +63.3% | -74.0% | +137.3% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling