+81.4%
PEP vs PBF
+352.8%
-271.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.5% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +0.7% | +24.9% | -24.2% | -0.2% |
| 3M | -0.5% | +81.9% | -82.4% | -3.0% |
| 6M | -11.3% | +79.4% | -90.7% | -13.7% |
| YTD | -0.6% | +188.3% | -188.9% | -5.4% |
| 1Y | +1.7% | +177.3% | -175.6% | -3.4% |
| 3Y | -12.5% | +56.0% | -68.5% | -15.6% |
| 5Y | +3.9% | +804.0% | -800.1% | -10.4% |
| All | +81.4% | +352.8% | -271.5% | +51.2% |
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 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