+4,437.1%
SNDK vs PBF
+227.9%
+4,209.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.9% |
| 7D | -6.1% | +5.3% | -11.5% | -7.3% |
| 30D | +21.5% | +11.7% | +9.8% | +18.2% |
| 3M | -13.2% | +91.1% | -104.3% | -24.5% |
| 6M | +149.2% | +88.4% | +60.8% | +111.1% |
| YTD | +588.1% | +194.1% | +394.0% | +376.5% |
| 1Y | +1,837.5% | +180.4% | +1,657.1% | +1,263.0% |
| All | +4,437.1% | +227.9% | +4,209.2% | +2,599.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling