+3,350.8%
SOXX vs PBF
+318.7%
+3,032.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -2.8% |
| 7D | +3.0% | +2.3% | +0.7% | +2.7% |
| 30D | -3.1% | +11.6% | -14.7% | -4.8% |
| 3M | -4.4% | +81.7% | -86.1% | -12.8% |
| 6M | +52.9% | +96.4% | -43.6% | +36.2% |
| YTD | +72.0% | +189.5% | -117.5% | +43.1% |
| 1Y | +105.1% | +180.7% | -75.6% | +70.2% |
| 3Y | +220.6% | +56.6% | +164.0% | +180.2% |
| 5Y | +244.8% | +802.0% | -557.2% | +119.9% |
| 10Y | +1,537.1% | +365.7% | +1,171.5% | +889.8% |
| All | +3,350.8% | +318.7% | +3,032.1% | +1,935.7% |
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 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