+73.0%
PBF vs SN
+490.7%
-417.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +4.3% | -9.3% | +13.6% | +5.8% |
| 30D | +22.0% | -4.8% | +26.8% | +22.7% |
| 3M | +74.5% | +40.4% | +34.1% | +63.1% |
| 6M | +67.7% | +50.9% | +16.7% | +53.1% |
| YTD | +179.2% | +54.9% | +124.2% | +151.7% |
| 1Y | +170.0% | +43.0% | +127.0% | +147.1% |
| 3Y | +66.4% | +391.8% | -325.4% | +17.4% |
| All | +73.0% | +490.7% | -417.7% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling