-25.4%
SNAP vs PBF
+172.9%
-198.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.6% |
| 7D | +1.5% | +2.4% | -0.9% | +1.6% |
| 30D | +1.9% | +24.9% | -23.0% | +2.7% |
| 3M | -3.9% | +81.9% | -85.8% | -2.8% |
| 6M | +5.2% | +79.4% | -74.1% | +5.3% |
| YTD | -32.7% | +188.3% | -221.0% | -37.8% |
| All | -25.4% | +172.9% | -198.3% | -28.8% |
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