+177.3%
PBF vs SN
+48.4%
+128.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +24.9% | -5.6% | +30.5% | +23.3% |
| 3M | +81.9% | +48.1% | +33.8% | +99.8% |
| 6M | +79.4% | +57.6% | +21.7% | +103.3% |
| YTD | +188.3% | +56.5% | +131.8% | +226.2% |
| 1Y | +177.3% | +52.6% | +124.7% | +184.2% |
| All | +177.3% | +48.4% | +128.8% | +184.2% |
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