-4.6%
STM vs PBF
+419.4%
-424.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +12.0% | +6.5% | +5.6% | +11.2% |
| 30D | -0.4% | -20.0% | +19.6% | +1.9% |
| 3M | -13.2% | -3.3% | -9.8% | -13.3% |
| 6M | -26.1% | +76.8% | -102.9% | -30.9% |
| YTD | +81.2% | +168.9% | -87.8% | +57.5% |
| 1Y | +98.3% | +96.4% | +2.0% | +79.7% |
| 3Y | +16.7% | +77.2% | -60.5% | -0.4% |
| All | -4.6% | +419.4% | -424.0% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling