+63.3%
PBF vs SN
+397.9%
-334.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.0% |
| 7D | -13.8% | +7.2% | -20.9% | -14.7% |
| 30D | -19.6% | +20.4% | -40.0% | -21.9% |
| 3M | +10.3% | +23.9% | -13.7% | +6.4% |
| 6M | +63.4% | +93.0% | -29.6% | +43.7% |
| YTD | +152.6% | +99.2% | +53.4% | +116.8% |
| 1Y | +87.4% | +142.6% | -55.2% | +49.8% |
| 3Y | +63.3% | +398.8% | -335.5% | +3.2% |
| All | +63.3% | +397.9% | -334.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling