-53.5%
SOUN vs PBF
+192.7%
-246.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.1% |
| 7D | -15.1% | +6.5% | -21.5% | -15.5% |
| 30D | -23.0% | -20.0% | -3.0% | -21.9% |
| 3M | -53.3% | -3.3% | -50.0% | -53.5% |
| 6M | -58.6% | +76.8% | -135.4% | -60.8% |
| YTD | -65.0% | +168.9% | -233.9% | -69.2% |
| 1Y | -71.4% | +96.4% | -167.8% | -73.9% |
| 3Y | +75.4% | +77.2% | -1.8% | +51.4% |
| All | -53.5% | +192.7% | -246.2% | -76.1% |
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