-39.2%
STX vs PBF
+69.4%
-108.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.4% | +6.4% | +9.0% |
| 7D | -14.8% | -7.4% | -7.4% | -13.1% |
| 30D | -35.4% | -17.5% | -17.9% | -32.9% |
| 3M | -37.7% | +13.1% | -50.8% | -38.6% |
| All | -39.2% | +69.4% | -108.6% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling