-77.7%
SNAP vs PBF
+288.3%
-365.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.9% |
| 7D | +0.7% | +4.3% | -3.6% | +0.2% |
| 30D | +2.6% | +22.0% | -19.4% | -0.2% |
| 3M | -9.9% | +74.5% | -84.4% | -16.9% |
| 6M | +1.9% | +67.7% | -65.8% | -6.8% |
| YTD | -32.2% | +179.2% | -211.4% | -42.7% |
| 1Y | -22.8% | +170.0% | -192.8% | -34.7% |
| 3Y | -47.6% | +66.4% | -114.0% | -54.5% |
| 5Y | -92.7% | +764.5% | -857.2% | -95.0% |
| All | -77.7% | +288.3% | -365.9% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling