+21.1%
STM vs PBR
+566.8%
-545.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +1.7% | +0.3% | +1.3% | +1.6% |
| 30D | -5.2% | +17.5% | -22.7% | -7.9% |
| 3M | -29.6% | +20.9% | -50.5% | -32.1% |
| 6M | +54.4% | +20.2% | +34.1% | +47.9% |
| YTD | +99.5% | +84.3% | +15.2% | +75.8% |
| 1Y | +100.8% | +77.1% | +23.7% | +77.9% |
| 3Y | +20.2% | +100.8% | -80.7% | +3.7% |
| 5Y | +21.1% | +556.1% | -535.0% | -10.1% |
| All | +21.1% | +566.8% | -545.7% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling