+113.9%
SOXX vs PBF
+176.4%
-62.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.5% |
| 7D | +2.2% | +4.3% | -2.1% | +2.3% |
| 30D | -2.0% | +22.0% | -24.0% | -1.4% |
| 3M | -13.7% | +74.5% | -88.2% | -10.9% |
| 6M | +52.4% | +67.7% | -15.3% | +57.0% |
| YTD | +72.8% | +179.2% | -106.4% | +72.3% |
| 1Y | +113.9% | +170.0% | -56.1% | +114.9% |
| All | +113.9% | +176.4% | -62.5% | +114.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling