+56.8%
PBF vs SOXQ
+227.1%
-170.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.3% |
| 7D | +2.3% | +2.3% | 0.0% | +1.8% |
| 30D | +11.6% | -3.9% | +15.5% | +12.4% |
| 3M | +81.7% | -4.7% | +86.5% | +80.3% |
| 6M | +96.4% | +47.9% | +48.6% | +67.2% |
| YTD | +189.5% | +64.3% | +125.1% | +134.7% |
| 1Y | +180.7% | +95.7% | +85.0% | +110.8% |
| All | +56.8% | +227.1% | -170.3% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling