+545.8%
PBR vs STT
+203.9%
+341.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.3% |
| 7D | -9.1% | +0.4% | -9.6% | -9.4% |
| 30D | -29.9% | -0.4% | -29.5% | -30.1% |
| 3M | +2.3% | -6.5% | +8.8% | +5.1% |
| 6M | -10.9% | +17.2% | -28.1% | -19.9% |
| YTD | +56.9% | +38.2% | +18.7% | +26.8% |
| 1Y | +38.0% | +49.3% | -11.3% | +6.3% |
| 3Y | +64.8% | +181.9% | -117.1% | -16.9% |
| 5Y | +447.1% | +106.9% | +340.2% | +211.5% |
| 10Y | +545.8% | +203.1% | +342.7% | +134.2% |
| All | +545.8% | +203.9% | +341.9% | +134.2% |
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