+567.7%
PBR vs STT
+150.3%
+417.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +3.8% |
| 7D | +2.5% | +2.2% | +0.3% | +1.9% |
| 30D | +19.4% | +3.9% | +15.5% | +18.0% |
| 3M | +20.8% | +19.2% | +1.6% | +14.9% |
| 6M | +23.5% | +60.4% | -36.9% | +7.9% |
| YTD | +83.4% | +51.5% | +31.9% | +62.3% |
| 1Y | +77.6% | +76.3% | +1.3% | +49.8% |
| 3Y | +99.9% | +200.7% | -100.9% | +41.3% |
| 5Y | +567.7% | +157.5% | +410.2% | +347.9% |
| All | +567.7% | +150.3% | +417.4% | +347.9% |
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