+5.5%
SNOW vs PBF
+735.5%
-730.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.9% |
| 7D | +4.9% | +2.4% | +2.5% | +4.6% |
| 30D | +1.5% | +24.9% | -23.4% | -1.0% |
| 3M | +39.5% | +81.9% | -42.3% | +30.2% |
| 6M | +85.9% | +79.4% | +6.5% | +72.6% |
| YTD | +52.9% | +188.3% | -135.4% | +33.9% |
| 1Y | +48.1% | +177.3% | -129.1% | +29.5% |
| 3Y | +102.2% | +56.0% | +46.2% | +81.2% |
| 5Y | +5.5% | +804.0% | -798.6% | -28.0% |
| All | +5.5% | +735.5% | -730.0% | -28.0% |
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