+2,038.9%
STX vs PBF
+259.1%
+1,779.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | +16.8% | +4.3% | +12.6% | +16.2% |
| 30D | -27.0% | -21.8% | -5.2% | -24.4% |
| 3M | -37.9% | +1.7% | -39.6% | -38.2% |
| 6M | -32.5% | +69.8% | -102.3% | -37.7% |
| YTD | +98.6% | +167.7% | -69.1% | +68.3% |
| 1Y | +93.6% | +89.0% | +4.6% | +72.5% |
| 3Y | +699.1% | +78.8% | +620.3% | +590.1% |
| 5Y | +481.0% | +415.4% | +65.6% | +305.7% |
| All | +2,038.9% | +259.1% | +1,779.8% | +1,341.8% |
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