+252.3%
PBF vs STT
+211.9%
+40.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +0.6% |
| 7D | -7.4% | +0.9% | -8.3% | -8.2% |
| 30D | -17.5% | -2.3% | -15.1% | -16.0% |
| 3M | +13.1% | -7.0% | +20.1% | +19.7% |
| 6M | +72.6% | +15.5% | +57.2% | +49.8% |
| YTD | +161.2% | +35.6% | +125.6% | +91.7% |
| 1Y | +93.3% | +47.9% | +45.5% | +30.8% |
| 3Y | +80.7% | +181.1% | -100.4% | -35.3% |
| 5Y | +396.1% | +108.2% | +287.9% | +111.4% |
| 10Y | +252.3% | +201.0% | +51.3% | -8.3% |
| All | +252.3% | +211.9% | +40.4% | -8.3% |
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