+38.0%
PBR vs STT
+48.7%
-10.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.3% |
| 7D | -9.1% | +0.4% | -9.6% | -9.0% |
| 30D | -29.9% | -0.4% | -29.5% | -29.7% |
| 3M | +2.3% | -6.5% | +8.8% | +1.7% |
| 6M | -10.9% | +17.2% | -28.1% | -10.2% |
| YTD | +56.9% | +38.2% | +18.7% | +60.1% |
| 1Y | +38.0% | +49.3% | -11.3% | +43.2% |
| All | +38.0% | +48.7% | -10.7% | +43.2% |
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 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