+353.7%
PBF vs SNY
+59.1%
+294.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +5.3% | -3.3% | +8.6% | +6.7% |
| 30D | +11.7% | -2.2% | +13.9% | +12.6% |
| 3M | +91.1% | -3.0% | +94.1% | +92.3% |
| 6M | +88.4% | +2.7% | +85.7% | +83.4% |
| YTD | +194.1% | -6.8% | +200.9% | +197.6% |
| 1Y | +180.4% | -5.3% | +185.7% | +180.7% |
| 3Y | +59.3% | -9.8% | +69.1% | +56.9% |
| 5Y | +816.3% | +9.7% | +806.6% | +680.2% |
| 10Y | +373.1% | +64.5% | +308.5% | +227.2% |
| All | +353.7% | +59.1% | +294.7% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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