+7,178.3%
STRL vs PBF
+354.3%
+6,824.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +2.6% |
| 7D | +10.1% | +2.4% | +7.7% | +9.6% |
| 30D | -8.2% | +24.9% | -33.1% | -12.1% |
| 3M | -43.7% | +81.9% | -125.6% | -49.9% |
| 6M | +27.1% | +79.4% | -52.3% | +11.2% |
| YTD | +64.0% | +188.3% | -124.3% | +29.5% |
| 1Y | +75.2% | +177.3% | -102.1% | +38.2% |
| 3Y | +539.9% | +56.0% | +483.9% | +441.5% |
| 5Y | +2,133.0% | +804.0% | +1,329.0% | +1,113.9% |
| 10Y | +7,178.3% | +334.1% | +6,844.2% | +3,728.7% |
| All | +7,178.3% | +354.3% | +6,824.0% | +3,728.7% |
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