+166.9%
PBF vs SOLS
+22.7%
+144.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.3% |
| 7D | +2.4% | +4.5% | -2.2% | +2.7% |
| 30D | +24.9% | +6.0% | +18.9% | +25.1% |
| 3M | +81.9% | -19.7% | +101.6% | +76.3% |
| 6M | +79.4% | -10.4% | +89.8% | +77.5% |
| YTD | +188.3% | +33.3% | +155.1% | +204.2% |
| All | +166.9% | +22.7% | +144.2% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling