+54.1%
SO vs PBF
+80.0%
-25.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | +1.4% | +6.5% | -5.1% | +1.4% |
| 30D | +4.7% | -20.0% | +24.7% | +4.5% |
| 3M | +1.7% | -3.3% | +5.0% | +1.7% |
| 6M | +2.2% | +76.8% | -74.7% | +2.6% |
| YTD | +10.0% | +168.9% | -159.0% | +10.6% |
| 1Y | +6.0% | +96.4% | -90.3% | +6.5% |
| 3Y | +54.1% | +77.2% | -23.1% | +55.9% |
| All | +54.1% | +80.0% | -25.9% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling