+66.6%
PBF vs SN
+671.3%
-604.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | 0.0% |
| 7D | +6.5% | +1.5% | +4.9% | +6.2% |
| 30D | -20.0% | +21.5% | -41.5% | -22.3% |
| 3M | -3.3% | +20.0% | -23.4% | -6.1% |
| 6M | +76.8% | +119.9% | -43.1% | +52.7% |
| YTD | +168.9% | +102.3% | +66.6% | +132.7% |
| 1Y | +96.4% | +148.0% | -51.6% | +59.8% |
| 3Y | +77.2% | +450.0% | -372.8% | +22.7% |
| All | +66.6% | +671.3% | -604.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling