-95.7%
SNDQ vs PBF
+86.4%
-182.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -1.3% | -22.5% | -24.5% |
| 7D | -30.8% | +4.3% | -35.1% | -29.3% |
| 30D | -51.7% | +22.0% | -73.7% | -46.2% |
| 3M | -78.0% | +74.5% | -152.5% | -77.7% |
| All | -95.7% | +86.4% | -182.1% | -95.7% |
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 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 · Available span rolling