+188.0%
SOUN vs PBF
+55.5%
+132.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -4.4% | +1.4% | -5.8% | -4.6% |
| 30D | -13.1% | +15.8% | -29.0% | -15.0% |
| 3M | -7.7% | +90.3% | -98.0% | -15.9% |
| 6M | -21.2% | +102.8% | -124.0% | -30.9% |
| YTD | -35.0% | +187.3% | -222.3% | -48.2% |
| 1Y | -56.4% | +161.8% | -218.2% | -64.9% |
| All | +188.0% | +55.5% | +132.5% | +141.7% |
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