+303.0%
PBF vs STLA
+180.5%
+122.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -7.4% | -6.4% | -1.0% | -5.2% |
| 30D | -17.5% | -1.3% | -16.1% | -17.7% |
| 3M | +13.1% | -19.9% | +33.1% | +21.4% |
| 6M | +72.6% | -42.9% | +115.5% | +108.2% |
| YTD | +161.2% | -59.4% | +220.6% | +247.6% |
| 1Y | +93.3% | -56.8% | +150.2% | +149.0% |
| 3Y | +80.7% | -73.1% | +153.7% | +169.1% |
| 5Y | +396.1% | -70.1% | +466.2% | +562.2% |
| 10Y | +252.3% | +19.8% | +232.5% | +194.3% |
| All | +303.0% | +180.5% | +122.6% | +245.9% |
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