+34.1%
SNPS vs PBF
+407.7%
-373.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.4% |
| 7D | +0.2% | -7.4% | +7.6% | +0.9% |
| 30D | -8.4% | -17.5% | +9.0% | -7.0% |
| 3M | +12.3% | +13.1% | -0.9% | +10.4% |
| 6M | -9.6% | +72.6% | -82.2% | -15.4% |
| YTD | -0.6% | +161.2% | -161.8% | -12.9% |
| 1Y | +18.7% | +93.3% | -74.6% | +7.8% |
| 3Y | -7.6% | +80.7% | -88.2% | -19.6% |
| 5Y | +34.1% | +396.1% | -362.0% | +3.3% |
| All | +34.1% | +407.7% | -373.7% | +3.3% |
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