+250.9%
PBF vs STT
+198.3%
+52.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +6.5% | +4.8% | +1.7% | +2.3% |
| 30D | -20.0% | +3.9% | -23.9% | -22.8% |
| 3M | -3.3% | -8.2% | +4.8% | +3.4% |
| 6M | +76.8% | +15.6% | +61.2% | +53.3% |
| YTD | +168.9% | +37.6% | +131.3% | +94.9% |
| 1Y | +96.4% | +50.1% | +46.2% | +31.1% |
| 3Y | +77.2% | +183.1% | -105.9% | -36.9% |
| 5Y | +417.7% | +104.8% | +312.9% | +126.0% |
| All | +250.9% | +198.3% | +52.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling