+79.1%
PEP vs PBF
+351.3%
-272.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.3% |
| 7D | -1.7% | +1.4% | -3.1% | -1.7% |
| 30D | +0.3% | +15.8% | -15.5% | -0.3% |
| 3M | -3.2% | +90.3% | -93.5% | -5.9% |
| 6M | -13.6% | +102.8% | -116.4% | -16.3% |
| YTD | -1.9% | +187.3% | -189.2% | -6.6% |
| 1Y | -0.6% | +161.8% | -162.5% | -5.3% |
| 3Y | -13.6% | +55.5% | -69.1% | -16.7% |
| 5Y | +3.2% | +801.9% | -798.7% | -10.9% |
| 10Y | +79.1% | +362.2% | -283.2% | +49.3% |
| All | +79.1% | +351.3% | -272.2% | +49.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling