-10.1%
SOUN vs PBF
+203.8%
-214.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -5.2% | +4.3% | -9.5% | -5.5% |
| 30D | +4.8% | +22.0% | -17.2% | +3.0% |
| 3M | -15.9% | +74.5% | -90.4% | -19.8% |
| 6M | -17.4% | +67.7% | -85.1% | -21.9% |
| YTD | -32.4% | +179.2% | -211.6% | -40.4% |
| 1Y | -49.3% | +170.0% | -219.3% | -55.4% |
| 3Y | +167.5% | +66.4% | +101.1% | +131.2% |
| All | -10.1% | +203.8% | -214.0% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling