+2,850.2%
STX vs PBF
+265.5%
+2,584.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -28.5% | -13.8% | -14.7% | -26.8% |
| 30D | -42.9% | -19.6% | -23.3% | -41.2% |
| 3M | -45.9% | +10.3% | -56.2% | -46.9% |
| 6M | -41.3% | +63.4% | -104.7% | -45.7% |
| YTD | +67.9% | +152.6% | -84.7% | +42.7% |
| 1Y | +66.5% | +87.4% | -20.8% | +47.7% |
| 3Y | +588.0% | +63.3% | +524.7% | +499.3% |
| 5Y | +449.1% | +412.5% | +36.6% | +279.4% |
| 10Y | +1,982.8% | +282.5% | +1,700.3% | +1,174.3% |
| All | +2,850.2% | +265.5% | +2,584.7% | +1,673.6% |
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