-13.6%
SOUN vs PBF
+212.7%
-226.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -4.4% | +1.4% | -5.8% | -4.5% |
| 30D | -13.1% | +15.8% | -29.0% | -14.3% |
| 3M | -7.7% | +90.3% | -98.0% | -12.7% |
| 6M | -21.2% | +102.8% | -124.0% | -27.0% |
| YTD | -35.0% | +187.3% | -222.3% | -42.9% |
| 1Y | -56.4% | +161.8% | -218.2% | -61.4% |
| 3Y | +181.7% | +55.5% | +126.3% | +142.5% |
| All | -13.6% | +212.7% | -226.3% | -55.7% |
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 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