-16.3%
SOUN vs PBF
+215.0%
-231.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.1% |
| 7D | -6.8% | +2.3% | -9.1% | -7.0% |
| 30D | -15.2% | +11.6% | -26.8% | -16.1% |
| 3M | -7.0% | +81.7% | -88.7% | -11.6% |
| 6M | -20.5% | +96.4% | -116.9% | -26.1% |
| YTD | -37.0% | +189.5% | -226.5% | -44.7% |
| 1Y | -55.3% | +180.7% | -236.0% | -60.8% |
| 3Y | +173.0% | +56.6% | +116.4% | +134.8% |
| All | -16.3% | +215.0% | -231.3% | -57.1% |
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 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