+266.2%
SO vs PBF
+303.9%
-37.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -0.2% | +4.3% | -4.5% | -0.4% |
| 30D | -4.6% | +22.0% | -26.6% | -5.6% |
| 3M | -3.0% | +74.5% | -77.5% | -5.9% |
| 6M | -8.3% | +67.7% | -75.9% | -11.1% |
| YTD | +3.5% | +179.2% | -175.7% | -2.4% |
| 1Y | -0.9% | +170.0% | -170.9% | -6.8% |
| 3Y | +45.4% | +66.4% | -21.0% | +38.6% |
| 5Y | +59.6% | +764.5% | -704.9% | +34.3% |
| 10Y | +156.6% | +358.5% | -201.9% | +102.0% |
| All | +266.2% | +303.9% | -37.7% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling