+170.8%
AEP vs PBF
+367.4%
-196.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -1.0% | +2.3% | -3.3% | -1.1% |
| 30D | -0.1% | +11.6% | -11.6% | -0.5% |
| 3M | -3.2% | +81.7% | -84.9% | -5.3% |
| 6M | -5.3% | +96.4% | -101.7% | -7.8% |
| YTD | +9.5% | +189.5% | -179.9% | +5.0% |
| 1Y | +17.5% | +180.7% | -163.2% | +12.5% |
| 3Y | +77.0% | +56.6% | +20.3% | +71.8% |
| 5Y | +66.4% | +802.0% | -735.6% | +47.8% |
| All | +170.8% | +367.4% | -196.6% | +127.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling