+89.8%
SNOW vs PBF
+75.3%
+14.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +1.2% |
| 7D | +3.7% | -4.0% | +7.6% | +4.1% |
| 30D | -16.4% | -18.0% | +1.6% | -14.8% |
| 3M | -9.9% | +0.9% | -10.8% | -10.5% |
| 6M | +98.8% | +65.7% | +33.1% | +86.1% |
| YTD | +37.3% | +161.9% | -124.6% | +20.0% |
| 1Y | +11.0% | +77.8% | -66.8% | +2.7% |
| All | +89.8% | +75.3% | +14.5% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling