+3,988.2%
STRL vs PBF
+299.9%
+3,688.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.4% | +11.6% | +14.3% |
| 7D | -13.3% | -7.4% | -6.0% | -11.6% |
| 30D | -43.3% | -17.5% | -25.9% | -41.1% |
| 3M | -46.9% | +13.1% | -60.0% | -48.2% |
| 6M | -65.6% | +72.6% | -138.2% | -69.1% |
| YTD | -5.1% | +161.2% | -166.3% | -23.6% |
| 1Y | -23.1% | +93.3% | -116.4% | -34.4% |
| 3Y | +346.8% | +80.7% | +266.2% | +267.3% |
| 5Y | +907.2% | +396.1% | +511.1% | +525.4% |
| 10Y | +3,988.2% | +252.3% | +3,735.9% | +2,101.6% |
| All | +3,988.2% | +299.9% | +3,688.3% | +2,101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling