+111.0%
PBF vs SN
+156.5%
-45.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.8% | -5.4% |
| 7D | -0.9% | +10.6% | -11.5% | +2.3% |
| 30D | -13.7% | +20.0% | -33.7% | -8.5% |
| 3M | +10.6% | +30.4% | -19.7% | +21.9% |
| 6M | +61.2% | +91.0% | -29.8% | +101.6% |
| YTD | +172.7% | +95.9% | +76.8% | +249.5% |
| 1Y | +111.0% | +158.9% | -47.9% | +158.1% |
| All | +111.0% | +156.5% | -45.4% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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