-34.9%
SNPS vs PBF
+172.0%
-206.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -5.5% | +1.4% | -6.8% | -5.5% |
| 30D | -4.5% | +15.8% | -20.3% | -4.8% |
| 3M | -15.5% | +90.3% | -105.8% | -18.1% |
| 6M | -10.1% | +102.8% | -112.9% | -15.1% |
| YTD | -16.3% | +187.3% | -203.6% | -26.8% |
| 1Y | -34.9% | +161.8% | -196.8% | -44.5% |
| All | -34.9% | +172.0% | -206.9% | -44.5% |
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 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