+102.4%
STX vs PBF
+90.5%
+11.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.1% |
| 7D | +14.6% | +6.5% | +8.1% | +14.3% |
| 30D | -26.0% | -20.0% | -6.0% | -26.4% |
| 3M | -42.6% | -3.3% | -39.3% | -42.3% |
| 6M | -35.3% | +76.8% | -112.1% | -28.3% |
| YTD | +92.5% | +168.9% | -76.5% | +141.5% |
| 1Y | +102.4% | +96.4% | +6.0% | +162.6% |
| All | +102.4% | +90.5% | +11.9% | +162.6% |
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