+5,330.7%
STX vs PBF
+303.9%
+5,026.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.5% |
| 7D | +2.4% | +4.3% | -1.9% | +1.7% |
| 30D | +1.4% | +22.0% | -20.6% | -1.6% |
| 3M | -8.2% | +74.5% | -82.7% | -15.5% |
| 6M | +127.0% | +67.7% | +59.3% | +107.6% |
| YTD | +209.1% | +179.2% | +30.0% | +159.4% |
| 1Y | +365.4% | +170.0% | +195.4% | +290.3% |
| 3Y | +1,135.4% | +66.4% | +1,069.0% | +973.5% |
| 5Y | +991.5% | +764.5% | +227.0% | +590.4% |
| 10Y | +3,695.8% | +358.5% | +3,337.3% | +2,153.7% |
| All | +5,330.7% | +303.9% | +5,026.9% | +3,125.2% |
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