+365.4%
STX vs PBF
+176.4%
+189.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.4% |
| 7D | +2.4% | +4.3% | -1.9% | +2.3% |
| 30D | +1.4% | +22.0% | -20.6% | +1.4% |
| 3M | -8.2% | +74.5% | -82.7% | -5.2% |
| 6M | +127.0% | +67.7% | +59.3% | +134.4% |
| YTD | +209.1% | +179.2% | +30.0% | +216.7% |
| 1Y | +365.4% | +170.0% | +195.4% | +401.5% |
| All | +365.4% | +176.4% | +189.1% | +401.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling