+3,343.4%
STX vs PBR
+697.0%
+2,646.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | -2.3% | +5.4% | -7.6% | -3.2% |
| 30D | -5.5% | +22.9% | -28.3% | -9.1% |
| 3M | -4.3% | +19.6% | -23.9% | -7.6% |
| 6M | +115.6% | +16.5% | +99.1% | +108.4% |
| YTD | +202.2% | +86.7% | +115.5% | +166.5% |
| 1Y | +325.3% | +74.7% | +250.6% | +279.0% |
| 3Y | +1,283.9% | +102.6% | +1,181.3% | +1,081.6% |
| 5Y | +1,048.3% | +566.6% | +481.7% | +639.5% |
| All | +3,343.4% | +697.0% | +2,646.5% | +1,850.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling