+76.4%
PBF vs SN
+425.1%
-348.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.7% |
| 7D | +4.3% | +1.4% | +2.9% | +4.1% |
| 30D | -21.8% | +16.6% | -38.4% | -23.7% |
| 3M | +1.7% | +18.3% | -16.5% | -1.1% |
| 6M | +69.8% | +103.1% | -33.3% | +47.2% |
| YTD | +167.7% | +96.7% | +71.0% | +129.8% |
| 1Y | +89.0% | +134.3% | -45.4% | +52.1% |
| All | +76.4% | +425.1% | -348.7% | +4.9% |
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