+5,511.2%
STRL vs PBF
+303.9%
+5,207.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +6.0% |
| 7D | +3.4% | +4.3% | -0.9% | +2.6% |
| 30D | -9.2% | +22.0% | -31.2% | -12.7% |
| 3M | -51.0% | +74.5% | -125.5% | -56.0% |
| 6M | +15.8% | +67.7% | -51.9% | +2.9% |
| YTD | +58.9% | +179.2% | -120.3% | +27.2% |
| 1Y | +68.5% | +170.0% | -101.5% | +34.6% |
| 3Y | +485.2% | +66.4% | +418.8% | +391.3% |
| 5Y | +2,005.1% | +764.5% | +1,240.6% | +1,089.5% |
| 10Y | +7,118.0% | +358.5% | +6,759.4% | +3,766.0% |
| All | +5,511.2% | +303.9% | +5,207.3% | +2,571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling