-79.7%
SNAP vs PBF
+251.4%
-331.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -2.4% |
| 7D | -7.1% | -13.8% | +6.6% | -5.5% |
| 30D | -14.6% | -19.6% | +5.0% | -12.6% |
| 3M | -5.0% | +10.3% | -15.2% | -6.9% |
| 6M | -18.8% | +63.4% | -82.3% | -25.0% |
| YTD | -38.5% | +152.6% | -191.2% | -47.6% |
| 1Y | -38.1% | +87.4% | -125.4% | -45.0% |
| 3Y | -53.8% | +63.3% | -117.0% | -59.9% |
| 5Y | -90.7% | +412.5% | -503.1% | -93.3% |
| All | -79.7% | +251.4% | -331.1% | -84.2% |
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