+395.3%
PBF vs STT
+100.0%
+295.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -13.8% | -2.5% | -11.3% | -12.8% |
| 30D | -19.6% | -5.0% | -14.7% | -17.8% |
| 3M | +10.3% | -10.5% | +20.7% | +15.8% |
| 6M | +63.4% | +10.0% | +53.4% | +55.3% |
| YTD | +152.6% | +30.7% | +121.9% | +118.1% |
| 1Y | +87.4% | +43.8% | +43.6% | +53.9% |
| 3Y | +63.3% | +168.1% | -104.8% | -2.4% |
| All | +395.3% | +100.0% | +295.3% | +230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling