-41.3%
STX vs PBF
+57.6%
-98.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -28.5% | -13.8% | -14.7% | -25.9% |
| 30D | -42.9% | -19.6% | -23.3% | -40.3% |
| 3M | -45.9% | +10.3% | -56.2% | -46.6% |
| 6M | -41.3% | +63.4% | -104.7% | -38.1% |
| All | -41.3% | +57.6% | -98.9% | -38.1% |
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 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