+162.0%
SO vs PBF
+351.3%
-189.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | 0.0% | +1.4% | -1.3% | 0.0% |
| 30D | -2.5% | +15.8% | -18.3% | -3.2% |
| 3M | -4.2% | +90.3% | -94.4% | -7.5% |
| 6M | -7.7% | +102.8% | -110.5% | -11.4% |
| YTD | +3.8% | +187.3% | -183.5% | -2.5% |
| 1Y | +0.1% | +161.8% | -161.8% | -5.9% |
| 3Y | +44.2% | +55.5% | -11.3% | +38.0% |
| 5Y | +57.9% | +801.9% | -744.0% | +31.1% |
| 10Y | +162.0% | +362.2% | -200.3% | +102.4% |
| All | +162.0% | +351.3% | -189.3% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling