+96.5%
SNOW vs PBF
+67.5%
+29.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -1.2% |
| 7D | +10.8% | +4.3% | +6.5% | +10.0% |
| 30D | -16.5% | -21.8% | +5.3% | -13.5% |
| 3M | -10.1% | +1.7% | -11.8% | -11.5% |
| 6M | +96.5% | +69.8% | +26.8% | +67.3% |
| All | +96.5% | +67.5% | +29.0% | +67.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling