+21.1%
STM vs PBF
+62.4%
-41.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.9% |
| 7D | +5.2% | +2.4% | +2.8% | +4.9% |
| 30D | -7.4% | +24.9% | -32.2% | -9.9% |
| 3M | -30.6% | +81.9% | -112.5% | -35.1% |
| 6M | +66.4% | +79.4% | -13.0% | +53.7% |
| YTD | +101.1% | +188.3% | -87.2% | +70.6% |
| 1Y | +97.4% | +177.3% | -79.9% | +65.0% |
| 3Y | +21.1% | +56.0% | -34.9% | -7.9% |
| All | +21.1% | +62.4% | -41.2% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling