+676.1%
PBR vs STT
+262.1%
+414.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.3% | +1.0% | -0.6% | -0.3% |
| 30D | +17.5% | +2.8% | +14.7% | +15.3% |
| 3M | +20.9% | +18.1% | +2.8% | +9.3% |
| 6M | +20.2% | +59.2% | -39.0% | -9.0% |
| YTD | +84.3% | +51.5% | +32.8% | +42.4% |
| 1Y | +77.1% | +75.7% | +1.4% | +24.6% |
| 3Y | +100.8% | +200.8% | -100.0% | -1.7% |
| 5Y | +556.1% | +155.8% | +400.3% | +224.2% |
| 10Y | +676.1% | +266.4% | +409.7% | +136.0% |
| All | +676.1% | +262.1% | +414.0% | +136.0% |
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