+158.5%
PBF vs SOLS
+21.2%
+137.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.2% | -1.1% |
| 7D | +4.3% | +0.3% | +4.0% | +4.3% |
| 30D | +22.0% | +2.1% | +19.9% | +21.8% |
| 3M | +74.5% | -24.1% | +98.6% | +68.4% |
| 6M | +67.7% | -15.0% | +82.6% | +65.7% |
| YTD | +179.2% | +31.6% | +147.6% | +194.4% |
| All | +158.5% | +21.2% | +137.3% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 1y: compounded portfolio wealth divided by compounded SOLS 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…
1y analysis · Full analysis span regression · 6 months rolling