-53.5%
SNAP vs PBF
+80.0%
-133.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +6.0% | +6.5% | -0.4% | +5.4% |
| 30D | -13.8% | -20.0% | +6.2% | -12.2% |
| 3M | -0.8% | -3.3% | +2.6% | -1.1% |
| 6M | -6.2% | +76.8% | -83.0% | -13.8% |
| YTD | -34.8% | +168.9% | -203.8% | -46.6% |
| 1Y | -38.7% | +96.4% | -135.1% | -46.0% |
| 3Y | -53.5% | +77.2% | -130.7% | -67.4% |
| All | -53.5% | +80.0% | -133.5% | -67.4% |
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