+170.0%
PBF vs SOXQ
+111.3%
+58.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.1% |
| 7D | +4.3% | +2.3% | +1.9% | +4.5% |
| 30D | +22.0% | -2.3% | +24.2% | +21.9% |
| 3M | +74.5% | -13.8% | +88.3% | +71.0% |
| 6M | +67.7% | +48.6% | +19.1% | +73.3% |
| YTD | +179.2% | +66.0% | +113.2% | +177.4% |
| 1Y | +170.0% | +107.9% | +62.1% | +189.6% |
| All | +170.0% | +111.3% | +58.7% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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