+289.8%
PBF vs STLA
+181.1%
+108.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -13.8% | -4.5% | -9.2% | -12.4% |
| 30D | -19.6% | -3.9% | -15.7% | -19.0% |
| 3M | +10.3% | -20.2% | +30.4% | +18.5% |
| 6M | +63.4% | -42.2% | +105.6% | +96.0% |
| YTD | +152.6% | -59.3% | +212.0% | +235.9% |
| 1Y | +87.4% | -56.1% | +143.4% | +139.4% |
| 3Y | +63.3% | -73.7% | +136.9% | +145.8% |
| 5Y | +412.5% | -70.3% | +482.8% | +586.6% |
| 10Y | +282.5% | +23.1% | +259.4% | +217.2% |
| All | +289.8% | +181.1% | +108.7% | +234.3% |
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