+56.8%
PBF vs SONY
+40.0%
+16.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +2.3% | -5.8% | +8.1% | +3.6% |
| 30D | +11.6% | -0.4% | +11.9% | +11.5% |
| 3M | +81.7% | +13.3% | +68.4% | +76.0% |
| 6M | +96.4% | +8.5% | +88.0% | +91.5% |
| YTD | +189.5% | -8.1% | +197.6% | +197.5% |
| 1Y | +180.7% | -17.9% | +198.7% | +199.8% |
| All | +56.8% | +40.0% | +16.9% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling