+915.5%
STM vs PBF
+303.9%
+611.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +5.8% | +4.3% | +1.5% | +5.1% |
| 30D | -1.0% | +22.0% | -23.0% | -4.2% |
| 3M | -33.3% | +74.5% | -107.8% | -39.0% |
| 6M | +57.4% | +67.7% | -10.3% | +42.6% |
| YTD | +102.2% | +179.2% | -77.0% | +67.6% |
| 1Y | +99.6% | +170.0% | -70.4% | +64.1% |
| 3Y | +14.5% | +66.4% | -51.9% | -1.8% |
| 5Y | +21.4% | +764.5% | -743.1% | -25.8% |
| 10Y | +695.0% | +358.5% | +336.4% | +358.5% |
| All | +915.5% | +303.9% | +611.7% | +479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling