Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • STRL vs PBR✓SelectedUSD · PBRSTRL vs PBR performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs PBR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+45,023.7%
PBR return
+1,797.5%
Excess return
+43,226.2%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPBRExcessAlpha
1D+5.8%-1.9%+7.7%+6.2%
7D+3.4%+8.6%-5.2%+1.2%
30D-9.2%+12.8%-22.0%-12.1%
3M-51.0%+14.7%-65.7%-52.8%
6M+15.8%+25.2%-9.4%+8.2%
YTD+58.9%+77.1%-18.3%+36.2%
1Y+68.5%+69.6%-1.0%+45.7%
3Y+485.2%+95.6%+389.6%+378.7%
5Y+2,005.1%+501.8%+1,503.4%+1,137.0%
10Y+7,118.0%+640.6%+6,477.4%+3,441.2%
All+45,023.7%+1,797.5%+43,226.2%+18,772.9%

Cumulative growth

Daily Returns

Daily percentage return beside PBR.

Daily Out/Under-Performance

Portfolio return minus PBR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PBR 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 PBR 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