-52.0%
SOUN vs PBF
+191.4%
-243.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.2% | -10.2% | -8.1% |
| 7D | -15.5% | +4.3% | -19.8% | -15.8% |
| 30D | -26.2% | -21.8% | -4.4% | -25.1% |
| 3M | -51.4% | +1.7% | -53.1% | -51.7% |
| 6M | -55.3% | +69.8% | -125.1% | -57.6% |
| YTD | -63.9% | +167.7% | -231.6% | -68.2% |
| 1Y | -72.8% | +89.0% | -161.8% | -75.0% |
| 3Y | +101.1% | +78.8% | +22.3% | +73.7% |
| All | -52.0% | +191.4% | -243.4% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling