+937.9%
STRL vs PBF
+419.4%
+518.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.1% |
| 7D | +15.7% | +6.5% | +9.2% | +14.6% |
| 30D | -35.5% | -20.0% | -15.5% | -33.4% |
| 3M | -47.1% | -3.3% | -43.8% | -46.9% |
| 6M | -65.8% | +76.8% | -142.6% | -68.1% |
| YTD | -4.5% | +168.9% | -173.5% | -18.5% |
| 1Y | -10.5% | +96.4% | -106.8% | -19.8% |
| 3Y | +340.6% | +77.2% | +263.4% | +280.2% |
| All | +937.9% | +419.4% | +518.5% | +629.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling