+784.6%
STRL vs PBF
+407.6%
+377.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | -26.9% | -13.8% | -13.2% | -25.1% |
| 30D | -52.7% | -19.6% | -33.1% | -51.2% |
| 3M | -52.8% | +10.3% | -63.1% | -53.4% |
| 6M | -71.5% | +63.4% | -134.9% | -73.2% |
| YTD | -17.4% | +152.6% | -170.1% | -29.0% |
| 1Y | -35.0% | +87.4% | -122.3% | -41.3% |
| 3Y | +239.2% | +63.3% | +176.0% | +196.2% |
| All | +784.6% | +407.6% | +377.0% | +526.1% |
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