+78.6%
AEP vs PBF
+55.5%
+23.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.9% | +1.4% | -0.5% | +0.9% |
| 30D | +1.5% | +15.8% | -14.4% | +1.6% |
| 3M | -1.7% | +90.3% | -91.9% | -1.8% |
| 6M | -4.0% | +102.8% | -106.9% | -4.2% |
| YTD | +10.6% | +187.3% | -176.7% | +10.2% |
| 1Y | +18.6% | +161.8% | -143.2% | +18.4% |
| All | +78.6% | +55.5% | +23.1% | +75.8% |
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