+718.6%
PBF vs STT
+145.1%
+573.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +4.3% | +0.5% | +3.8% | +4.0% |
| 30D | +22.0% | +3.9% | +18.1% | +19.6% |
| 3M | +74.5% | +20.0% | +54.5% | +59.1% |
| 6M | +67.7% | +55.3% | +12.4% | +32.5% |
| YTD | +179.2% | +53.3% | +125.8% | +121.6% |
| 1Y | +170.0% | +74.7% | +95.3% | +99.3% |
| 3Y | +66.4% | +205.8% | -139.4% | -9.5% |
| All | +718.6% | +145.1% | +573.5% | +350.5% |
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