+80.3%
PEP vs PBF
+299.9%
-219.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.3% |
| 7D | +1.0% | -7.4% | +8.4% | +1.3% |
| 30D | +12.6% | -17.5% | +30.1% | +13.4% |
| 3M | +3.1% | +13.1% | -10.0% | +2.4% |
| 6M | -6.3% | +72.6% | -78.9% | -8.7% |
| YTD | +1.9% | +161.2% | -159.3% | -3.0% |
| 1Y | +3.3% | +93.3% | -90.1% | -0.4% |
| 3Y | -4.8% | +80.7% | -85.5% | -9.2% |
| 5Y | +2.0% | +396.1% | -394.1% | -9.3% |
| 10Y | +80.3% | +252.3% | -172.0% | +47.5% |
| All | +80.3% | +299.9% | -219.6% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling