+16.5%
SNPS vs PBF
+735.5%
-719.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -0.7% |
| 7D | -5.5% | +2.4% | -7.9% | -5.7% |
| 30D | -5.8% | +24.9% | -30.6% | -7.8% |
| 3M | -17.2% | +81.9% | -99.1% | -22.3% |
| 6M | -10.4% | +79.4% | -89.7% | -16.5% |
| YTD | -16.5% | +188.3% | -204.8% | -26.7% |
| 1Y | -35.6% | +177.3% | -212.9% | -43.4% |
| 3Y | -14.6% | +56.0% | -70.6% | -24.2% |
| 5Y | +16.5% | +804.0% | -787.6% | -7.3% |
| All | +16.5% | +735.5% | -719.0% | -7.3% |
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 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