+375.1%
AEP vs PBF
+303.9%
+71.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +1.8% | +4.3% | -2.5% | +1.6% |
| 30D | -0.8% | +22.0% | -22.8% | -1.6% |
| 3M | -1.8% | +74.5% | -76.3% | -4.1% |
| 6M | -5.4% | +67.7% | -73.0% | -7.6% |
| YTD | +10.4% | +179.2% | -168.7% | +5.5% |
| 1Y | +18.2% | +170.0% | -151.8% | +12.8% |
| 3Y | +79.0% | +66.4% | +12.6% | +72.5% |
| 5Y | +64.8% | +764.5% | -699.7% | +44.9% |
| 10Y | +170.8% | +358.5% | -187.7% | +122.5% |
| All | +375.1% | +303.9% | +71.3% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling