-49.3%
SOUN vs PBF
+176.4%
-225.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -5.2% | +4.3% | -9.5% | -5.2% |
| 30D | +4.8% | +22.0% | -17.2% | +5.0% |
| 3M | -15.9% | +74.5% | -90.4% | -14.2% |
| 6M | -17.4% | +67.7% | -85.1% | -16.5% |
| YTD | -32.4% | +179.2% | -211.6% | -37.7% |
| 1Y | -49.3% | +170.0% | -219.3% | -54.0% |
| All | -49.3% | +176.4% | -225.6% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling