+89.4%
STM vs PBF
+92.2%
-2.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +6.7% |
| 7D | -5.6% | -7.4% | +1.8% | -5.5% |
| 30D | -14.4% | -17.5% | +3.0% | -14.5% |
| 3M | -20.5% | +13.1% | -33.6% | -20.1% |
| 6M | -24.5% | +72.6% | -97.1% | -20.0% |
| YTD | +72.7% | +161.2% | -88.5% | +80.7% |
| All | +89.4% | +92.2% | -2.8% | +109.7% |
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