+192.9%
SO vs PBF
+259.1%
-66.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.6% |
| 7D | -0.9% | +4.3% | -5.2% | -1.2% |
| 30D | +4.9% | -21.8% | +26.8% | +6.1% |
| 3M | +0.8% | +1.7% | -1.0% | +0.4% |
| 6M | +0.6% | +69.8% | -69.2% | -2.7% |
| YTD | +8.7% | +167.7% | -159.1% | +2.0% |
| 1Y | +4.0% | +89.0% | -85.0% | -0.6% |
| 3Y | +50.6% | +78.8% | -28.2% | +42.3% |
| 5Y | +77.5% | +415.4% | -337.9% | +52.5% |
| All | +192.9% | +259.1% | -66.2% | +123.7% |
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