+111.0%
PBF vs SOLS
+37.2%
+73.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.5% | -0.1% | -6.6% |
| 7D | -0.9% | -8.8% | +7.9% | -1.0% |
| 30D | -13.7% | -0.6% | -13.1% | -13.6% |
| 3M | +10.6% | -9.0% | +19.7% | +10.3% |
| 6M | +61.2% | -28.7% | +89.8% | +57.0% |
| YTD | +172.7% | +19.2% | +153.6% | +170.9% |
| 1Y | +111.0% | +32.6% | +78.4% | +115.1% |
| All | +111.0% | +37.2% | +73.8% | +115.1% |
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