+53.4%
PBF vs SN
+671.7%
-618.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -5.0% |
| 7D | -15.3% | +7.6% | -22.8% | -16.2% |
| 30D | -21.8% | +22.4% | -44.2% | -24.1% |
| 3M | -0.2% | +21.7% | -21.9% | -3.3% |
| 6M | +63.6% | +102.8% | -39.2% | +43.6% |
| YTD | +147.5% | +102.4% | +45.1% | +114.2% |
| 1Y | +69.8% | +139.0% | -69.1% | +39.7% |
| 3Y | +65.3% | +440.4% | -375.1% | +14.7% |
| All | +53.4% | +671.7% | -618.3% | +5.5% |
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