-53.8%
SNAP vs PBF
+59.0%
-112.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -2.4% |
| 7D | -7.1% | -13.8% | +6.6% | -5.9% |
| 30D | -14.6% | -19.6% | +5.0% | -13.2% |
| 3M | -5.0% | +10.3% | -15.2% | -6.7% |
| 6M | -18.8% | +63.4% | -82.3% | -24.7% |
| YTD | -38.5% | +152.6% | -191.2% | -49.2% |
| 1Y | -38.1% | +87.4% | -125.4% | -45.3% |
| 3Y | -53.8% | +63.3% | -117.0% | -67.3% |
| All | -53.8% | +59.0% | -112.8% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling