+42.3%
STM vs PBR
+1,629.6%
-1,587.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +12.0% | -1.0% | +13.0% | +12.3% |
| 30D | -0.4% | -29.3% | +28.9% | +9.9% |
| 3M | -13.2% | +5.5% | -18.7% | -15.7% |
| 6M | -26.1% | -2.9% | -23.2% | -26.8% |
| YTD | +81.2% | +61.5% | +19.7% | +52.2% |
| 1Y | +98.3% | +46.9% | +51.5% | +71.3% |
| 3Y | +16.7% | +66.4% | -49.7% | -4.7% |
| 5Y | -4.8% | +460.3% | -465.2% | -50.1% |
| 10Y | +468.8% | +564.6% | -95.8% | +138.4% |
| All | +42.3% | +1,629.6% | -1,587.4% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling