+21.1%
STM vs PBR
+98.1%
-77.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.4% |
| 7D | +5.2% | +2.5% | +2.7% | +4.6% |
| 30D | -7.4% | +19.4% | -26.7% | -11.4% |
| 3M | -30.6% | +20.8% | -51.4% | -34.1% |
| 6M | +66.4% | +23.5% | +42.9% | +54.6% |
| YTD | +101.1% | +83.4% | +17.7% | +64.4% |
| 1Y | +97.4% | +77.6% | +19.8% | +62.3% |
| 3Y | +21.1% | +99.9% | -78.7% | -3.7% |
| All | +21.1% | +98.1% | -77.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling