+381.8%
STX vs PBF
+176.6%
+205.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +6.5% |
| 7D | +10.7% | +2.4% | +8.4% | +10.7% |
| 30D | +11.3% | +24.9% | -13.6% | +11.3% |
| 3M | +3.2% | +81.9% | -78.6% | +6.7% |
| 6M | +157.0% | +79.4% | +77.6% | +165.3% |
| YTD | +229.2% | +188.3% | +40.9% | +237.3% |
| 1Y | +381.8% | +177.3% | +204.6% | +420.1% |
| All | +381.8% | +176.6% | +205.3% | +420.1% |
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