+46.0%
SNOW vs PBF
+167.4%
-121.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -7.5% | +2.3% | -9.8% | -7.6% |
| 30D | -1.3% | +11.6% | -12.9% | -2.0% |
| 3M | +37.4% | +81.7% | -44.3% | +33.9% |
| 6M | +88.1% | +96.4% | -8.4% | +82.1% |
| YTD | +50.3% | +189.5% | -139.2% | +46.0% |
| 1Y | +46.0% | +180.7% | -134.8% | +47.2% |
| All | +46.0% | +167.4% | -121.4% | +47.2% |
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 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