-14.0%
SNPS vs PBF
+64.9%
-78.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.3% |
| 7D | -11.0% | +4.3% | -15.3% | -11.4% |
| 30D | -1.7% | +22.0% | -23.7% | -3.8% |
| 3M | -20.4% | +74.5% | -94.9% | -25.6% |
| 6M | -8.6% | +67.7% | -76.3% | -15.1% |
| YTD | -16.2% | +179.2% | -195.3% | -28.7% |
| 1Y | -34.6% | +170.0% | -204.6% | -44.4% |
| All | -14.0% | +64.9% | -78.9% | -29.3% |
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 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