+98.8%
SNOW vs PBF
+69.8%
+29.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +0.9% |
| 7D | +3.7% | -4.0% | +7.6% | +4.3% |
| 30D | -16.4% | -18.0% | +1.6% | -13.9% |
| 3M | -9.9% | +0.9% | -10.8% | -11.2% |
| 6M | +98.8% | +65.7% | +33.1% | +71.3% |
| All | +98.8% | +69.8% | +29.0% | +71.3% |
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