+334.9%
PBF vs SONY
+286.8%
+48.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.3% | -5.8% | +8.1% | +5.1% |
| 30D | +11.6% | -0.4% | +11.9% | +11.4% |
| 3M | +81.7% | +13.3% | +68.4% | +69.9% |
| 6M | +96.4% | +8.5% | +88.0% | +84.8% |
| YTD | +189.5% | -8.1% | +197.6% | +195.1% |
| 1Y | +180.7% | -17.9% | +198.7% | +202.5% |
| 3Y | +56.6% | +41.4% | +15.2% | +21.2% |
| 5Y | +802.0% | +9.3% | +792.7% | +680.8% |
| All | +334.9% | +286.8% | +48.1% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling