+644.6%
STM vs PBR
+703.7%
-59.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -2.1% |
| 7D | -1.1% | +4.2% | -5.3% | -2.2% |
| 30D | -7.8% | +22.7% | -30.6% | -12.9% |
| 3M | -28.2% | +21.5% | -49.7% | -32.2% |
| 6M | +52.0% | +24.0% | +28.0% | +41.7% |
| YTD | +96.4% | +88.2% | +8.1% | +62.8% |
| 1Y | +98.8% | +74.8% | +24.0% | +67.8% |
| 3Y | +18.3% | +105.1% | -86.9% | -6.0% |
| 5Y | +17.7% | +572.2% | -554.5% | -37.4% |
| All | +644.6% | +703.7% | -59.2% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling