-22.8%
SNAP vs PBF
+176.4%
-199.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -4.1% |
| 7D | +0.7% | +4.3% | -3.6% | +0.9% |
| 30D | +2.6% | +22.0% | -19.4% | +3.3% |
| 3M | -9.9% | +74.5% | -84.4% | -9.1% |
| 6M | +1.9% | +67.7% | -65.8% | +2.1% |
| YTD | -32.2% | +179.2% | -211.4% | -37.6% |
| 1Y | -22.8% | +170.0% | -192.8% | -28.1% |
| All | -22.8% | +176.4% | -199.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling