+149.0%
PBF vs SOLS
+25.7%
+123.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.4% |
| 7D | +6.5% | +14.0% | -7.5% | +6.6% |
| 30D | -20.0% | +10.0% | -30.0% | -19.9% |
| 3M | -3.3% | +5.8% | -9.2% | -3.6% |
| 6M | +76.8% | -25.2% | +102.0% | +69.7% |
| YTD | +168.9% | +36.5% | +132.4% | +183.2% |
| 1Y | +96.4% | +45.0% | +51.3% | +113.0% |
| All | +149.0% | +25.7% | +123.2% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling