+46.9%
PBR vs STT
+46.7%
+0.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | -1.0% | +4.8% | -5.8% | -0.4% |
| 30D | -29.3% | +3.9% | -33.2% | -28.8% |
| 3M | +5.5% | -8.2% | +13.7% | +4.9% |
| 6M | -2.9% | +15.6% | -18.5% | -2.5% |
| YTD | +61.5% | +37.6% | +23.8% | +63.6% |
| 1Y | +46.9% | +50.1% | -3.3% | +50.3% |
| All | +46.9% | +46.7% | +0.2% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling