+330.8%
PBF vs STLA
+252.8%
+78.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | +4.3% | +2.6% | +1.7% | +3.1% |
| 30D | +22.0% | -1.2% | +23.2% | +22.1% |
| 3M | +74.5% | -24.8% | +99.3% | +92.2% |
| 6M | +67.7% | -25.6% | +93.2% | +80.1% |
| YTD | +179.2% | -48.9% | +228.1% | +243.8% |
| 1Y | +170.0% | -38.8% | +208.8% | +199.9% |
| 3Y | +66.4% | -64.5% | +130.9% | +123.4% |
| 5Y | +764.5% | -62.4% | +826.9% | +968.2% |
| 10Y | +358.5% | +55.4% | +303.1% | +251.3% |
| All | +330.8% | +252.8% | +78.0% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling