+99.1%
STM vs PBR
+74.3%
+24.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.6% |
| 7D | -1.4% | +5.4% | -6.8% | -1.7% |
| 30D | -4.9% | +22.9% | -27.8% | -6.1% |
| 3M | -34.0% | +19.6% | -53.6% | -34.8% |
| 6M | +51.8% | +16.5% | +35.4% | +46.7% |
| YTD | +99.4% | +86.7% | +12.7% | +75.7% |
| 1Y | +99.1% | +74.7% | +24.4% | +79.6% |
| All | +99.1% | +74.3% | +24.8% | +79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling