+515.0%
STRL vs PBF
+64.9%
+450.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +5.9% |
| 7D | +3.4% | +4.3% | -0.9% | +2.8% |
| 30D | -9.2% | +22.0% | -31.2% | -11.6% |
| 3M | -51.0% | +74.5% | -125.5% | -54.0% |
| 6M | +15.8% | +67.7% | -51.9% | +7.9% |
| YTD | +58.9% | +179.2% | -120.3% | +34.1% |
| 1Y | +68.5% | +170.0% | -101.5% | +42.3% |
| All | +515.0% | +64.9% | +450.2% | +415.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling