-2.6%
PEP vs PBF
+176.4%
-179.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | -2.4% | +4.3% | -6.7% | -2.3% |
| 30D | -0.8% | +22.0% | -22.8% | -0.1% |
| 3M | -2.2% | +74.5% | -76.7% | -0.4% |
| 6M | -14.4% | +67.7% | -82.1% | -12.8% |
| YTD | -2.2% | +179.2% | -181.4% | +0.4% |
| 1Y | -2.6% | +170.0% | -172.6% | +1.0% |
| All | -2.6% | +176.4% | -179.0% | +1.0% |
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