+58.8%
STM vs PBR
+1,797.5%
-1,738.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +5.8% | +8.6% | -2.8% | +3.1% |
| 30D | -1.0% | +12.8% | -13.8% | -4.8% |
| 3M | -33.3% | +14.7% | -47.9% | -36.3% |
| 6M | +57.4% | +25.2% | +32.2% | +44.8% |
| YTD | +102.2% | +77.1% | +25.0% | +67.0% |
| 1Y | +99.6% | +69.6% | +30.0% | +66.5% |
| 3Y | +14.5% | +95.6% | -81.1% | -10.2% |
| 5Y | +21.4% | +501.8% | -480.4% | -37.4% |
| 10Y | +695.0% | +640.6% | +54.4% | +223.8% |
| All | +58.8% | +1,797.5% | -1,738.8% | -66.6% |
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