+168.0%
PBF vs SOLS
+17.1%
+150.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.4% |
| 30D | +11.6% | +0.9% | +10.7% | +11.4% |
| 3M | +81.7% | -20.7% | +102.4% | +76.1% |
| 6M | +96.4% | -17.7% | +114.1% | +93.5% |
| YTD | +189.5% | +27.1% | +162.3% | +204.6% |
| All | +168.0% | +17.1% | +150.9% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling