+1,837.5%
SNDK vs PBF
+184.8%
+1,652.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.6% |
| 7D | -6.1% | +5.3% | -11.5% | -6.6% |
| 30D | +21.5% | +11.7% | +9.8% | +20.3% |
| 3M | -13.2% | +91.1% | -104.3% | -13.4% |
| 6M | +149.2% | +88.4% | +60.8% | +146.3% |
| YTD | +588.1% | +194.1% | +394.0% | +505.7% |
| 1Y | +1,837.5% | +180.4% | +1,657.1% | +1,803.4% |
| All | +1,837.5% | +184.8% | +1,652.8% | +1,803.4% |
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 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