+16,011.1%
STX vs PBR
+3,251.6%
+12,759.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.8% |
| 7D | +2.4% | +8.6% | -6.2% | +0.1% |
| 30D | +1.4% | +12.8% | -11.4% | -1.9% |
| 3M | -8.2% | +14.7% | -22.9% | -11.5% |
| 6M | +127.0% | +25.2% | +101.8% | +112.6% |
| YTD | +209.1% | +77.1% | +132.0% | +164.2% |
| 1Y | +365.4% | +69.6% | +295.9% | +300.8% |
| 3Y | +1,135.4% | +95.6% | +1,039.8% | +905.2% |
| 5Y | +991.5% | +501.8% | +489.8% | +523.6% |
| 10Y | +3,695.8% | +640.6% | +3,055.3% | +1,611.0% |
| All | +16,011.1% | +3,251.6% | +12,759.5% | +4,210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling