+61.8%
PBF vs SN
+681.9%
-620.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.4% | +3.0% |
| 7D | -7.4% | +7.6% | -15.0% | -8.4% |
| 30D | -17.5% | +24.1% | -41.5% | -20.1% |
| 3M | +13.1% | +23.7% | -10.6% | +9.4% |
| 6M | +72.6% | +105.5% | -32.9% | +51.2% |
| YTD | +161.2% | +105.1% | +56.1% | +125.6% |
| 1Y | +93.3% | +148.3% | -54.9% | +57.6% |
| 3Y | +80.7% | +438.7% | -358.0% | +25.4% |
| All | +61.8% | +681.9% | -620.1% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling