+3,139.1%
STX vs PBF
+277.8%
+2,861.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.4% | +6.4% | +9.3% |
| 7D | -14.8% | -7.4% | -7.4% | -13.6% |
| 30D | -35.4% | -17.5% | -17.9% | -33.5% |
| 3M | -37.7% | +13.1% | -50.8% | -39.0% |
| 6M | -35.2% | +72.6% | -107.9% | -40.5% |
| YTD | +84.4% | +161.2% | -76.8% | +55.9% |
| 1Y | +82.3% | +93.3% | -11.1% | +61.0% |
| 3Y | +646.2% | +80.7% | +565.5% | +540.8% |
| 5Y | +487.4% | +396.1% | +91.3% | +308.4% |
| 10Y | +2,071.0% | +252.3% | +1,818.8% | +1,251.2% |
| All | +3,139.1% | +277.8% | +2,861.3% | +1,838.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling