+16.7%
STM vs PBR
+69.2%
-52.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +12.0% | -1.0% | +13.0% | +12.2% |
| 30D | -0.4% | -29.3% | +28.9% | +6.4% |
| 3M | -13.2% | +5.5% | -18.7% | -16.3% |
| 6M | -26.1% | -2.9% | -23.2% | -27.5% |
| YTD | +81.2% | +61.5% | +19.7% | +47.9% |
| 1Y | +98.3% | +46.9% | +51.5% | +67.1% |
| 3Y | +16.7% | +66.4% | -49.7% | -7.8% |
| All | +16.7% | +69.2% | -52.4% | -7.8% |
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