+3,621.5%
STX vs PBF
+351.3%
+3,270.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +9.6% | +1.4% | +8.2% | +9.4% |
| 30D | +10.6% | +15.8% | -5.2% | +8.3% |
| 3M | +4.8% | +90.3% | -85.5% | -4.4% |
| 6M | +137.3% | +102.8% | +34.4% | +112.5% |
| YTD | +222.5% | +187.3% | +35.2% | +171.2% |
| 1Y | +366.2% | +161.8% | +204.4% | +295.3% |
| 3Y | +1,352.9% | +55.5% | +1,297.4% | +1,181.3% |
| 5Y | +1,077.4% | +801.9% | +275.5% | +649.6% |
| 10Y | +3,621.5% | +362.2% | +3,259.3% | +2,255.8% |
| All | +3,621.5% | +351.3% | +3,270.2% | +2,255.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling