-58.6%
SOUN vs PBF
+69.5%
-128.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.1% |
| 7D | -15.1% | +6.5% | -21.5% | -15.1% |
| 30D | -23.0% | -20.0% | -3.0% | -22.6% |
| 3M | -53.3% | -3.3% | -50.0% | -53.6% |
| 6M | -58.6% | +76.8% | -135.4% | -59.9% |
| All | -58.6% | +69.5% | -128.1% | -59.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling