+75.2%
STRL vs PBF
+176.6%
-101.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +3.1% |
| 7D | +10.1% | +2.4% | +7.7% | +10.0% |
| 30D | -8.2% | +24.9% | -33.1% | -8.8% |
| 3M | -43.7% | +81.9% | -125.6% | -42.7% |
| 6M | +27.1% | +79.4% | -52.3% | +28.2% |
| YTD | +64.0% | +188.3% | -124.3% | +54.6% |
| 1Y | +75.2% | +177.3% | -102.1% | +73.4% |
| All | +75.2% | +176.6% | -101.4% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling