-79.4%
SNAP vs PBF
+263.3%
-342.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.4% |
| 7D | -7.3% | -7.4% | 0.0% | -6.5% |
| 30D | -18.9% | -17.5% | -1.5% | -17.2% |
| 3M | -5.3% | +13.1% | -18.4% | -7.5% |
| 6M | -16.9% | +72.6% | -89.6% | -23.8% |
| YTD | -37.4% | +161.2% | -198.6% | -46.9% |
| 1Y | -38.5% | +93.3% | -131.8% | -45.6% |
| 3Y | -55.1% | +80.7% | -135.7% | -61.5% |
| 5Y | -90.8% | +396.1% | -486.9% | -93.3% |
| All | -79.4% | +263.3% | -342.6% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling