+3.7%
PEP vs PBF
+120.1%
-116.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.7% | +10.4% | +3.6% |
| 7D | +7.4% | -0.9% | +8.3% | +7.3% |
| 30D | +13.3% | -13.7% | +27.1% | +13.1% |
| 3M | +3.5% | +10.6% | -7.1% | +3.9% |
| 6M | -5.9% | +61.2% | -67.1% | -5.0% |
| YTD | +2.3% | +172.7% | -170.5% | +1.1% |
| 1Y | +3.7% | +111.0% | -107.3% | +3.9% |
| All | +3.7% | +120.1% | -116.4% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling