+588.0%
STX vs PBF
+59.0%
+529.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -28.5% | -13.8% | -14.7% | -27.1% |
| 30D | -42.9% | -19.6% | -23.3% | -41.5% |
| 3M | -45.9% | +10.3% | -56.2% | -46.4% |
| 6M | -41.3% | +63.4% | -104.7% | -43.8% |
| YTD | +67.9% | +152.6% | -84.7% | +48.3% |
| 1Y | +66.5% | +87.4% | -20.8% | +55.3% |
| 3Y | +588.0% | +63.3% | +524.7% | +458.1% |
| All | +588.0% | +59.0% | +529.0% | +458.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling