+170.0%
PBF vs SONY
-10.8%
+180.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | +4.3% | -1.2% | +5.5% | +4.3% |
| 30D | +22.0% | +9.4% | +12.5% | +21.9% |
| 3M | +74.5% | +10.5% | +64.0% | +74.0% |
| 6M | +67.7% | +11.7% | +56.0% | +70.1% |
| YTD | +179.2% | -4.1% | +183.2% | +199.9% |
| 1Y | +170.0% | -11.8% | +181.8% | +205.9% |
| All | +170.0% | -10.8% | +180.8% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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