+97.4%
STM vs PBF
+176.6%
-79.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.4% |
| 7D | +5.2% | +2.4% | +2.8% | +5.3% |
| 30D | -7.4% | +24.9% | -32.2% | -6.1% |
| 3M | -30.6% | +81.9% | -112.5% | -25.6% |
| 6M | +66.4% | +79.4% | -13.0% | +78.6% |
| YTD | +101.1% | +188.3% | -87.2% | +128.0% |
| 1Y | +97.4% | +177.3% | -79.9% | +128.1% |
| All | +97.4% | +176.6% | -79.2% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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