+795.3%
PBF vs SONY
+8.4%
+786.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | -4.9% | +6.3% | +2.7% |
| 30D | +15.8% | -1.6% | +17.4% | +16.2% |
| 3M | +90.3% | +10.0% | +80.3% | +84.4% |
| 6M | +102.8% | +8.4% | +94.4% | +96.1% |
| YTD | +187.3% | -8.4% | +195.8% | +193.5% |
| 1Y | +161.8% | -18.4% | +180.2% | +178.1% |
| 3Y | +55.5% | +41.0% | +14.5% | +35.0% |
| All | +795.3% | +8.4% | +786.9% | +699.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling