+330.8%
PBF vs SONY
+1,166.7%
-835.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +4.3% | -1.2% | +5.5% | +4.7% |
| 30D | +22.0% | +9.4% | +12.5% | +17.7% |
| 3M | +74.5% | +10.5% | +64.0% | +67.0% |
| 6M | +67.7% | +11.7% | +56.0% | +58.0% |
| YTD | +179.2% | -4.1% | +183.2% | +179.0% |
| 1Y | +170.0% | -11.8% | +181.8% | +178.6% |
| 3Y | +66.4% | +45.9% | +20.5% | +36.0% |
| 5Y | +764.5% | +16.3% | +748.2% | +658.1% |
| 10Y | +358.5% | +297.6% | +60.9% | +165.4% |
| All | +330.8% | +1,166.7% | -835.9% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling