+750.5%
PBF vs SOXQ
+258.1%
+492.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | +5.3% | +0.8% | +4.6% | +5.1% |
| 30D | +11.7% | -4.6% | +16.3% | +13.0% |
| 3M | +91.1% | -10.2% | +101.2% | +93.8% |
| 6M | +88.4% | +49.7% | +38.8% | +58.6% |
| YTD | +194.1% | +67.2% | +126.8% | +135.8% |
| 1Y | +180.4% | +98.0% | +82.4% | +109.8% |
| 3Y | +59.3% | +237.2% | -177.8% | -6.0% |
| All | +750.5% | +258.1% | +492.4% | +369.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling