+1,573.8%
PBR vs STT
+481.2%
+1,092.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +8.6% | +0.5% | +8.1% | +8.2% |
| 30D | +12.8% | +3.9% | +8.9% | +10.5% |
| 3M | +14.7% | +20.0% | -5.3% | +4.7% |
| 6M | +25.2% | +55.3% | -30.1% | +0.6% |
| YTD | +77.1% | +53.3% | +23.8% | +42.5% |
| 1Y | +69.6% | +74.7% | -5.1% | +27.6% |
| 3Y | +95.6% | +205.8% | -110.3% | +10.1% |
| 5Y | +501.8% | +145.0% | +356.8% | +255.8% |
| 10Y | +640.6% | +266.0% | +374.6% | +262.6% |
| All | +1,573.8% | +481.2% | +1,092.6% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling