-13.1%
PEP vs PBF
+64.9%
-77.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.7% |
| 7D | -1.4% | +4.3% | -5.7% | -1.4% |
| 30D | +0.2% | +22.0% | -21.8% | +0.2% |
| 3M | -1.1% | +74.5% | -75.6% | -1.5% |
| 6M | -13.5% | +67.7% | -81.2% | -13.8% |
| YTD | -1.2% | +179.2% | -180.4% | -2.7% |
| 1Y | -1.6% | +170.0% | -171.6% | -3.2% |
| All | -13.1% | +64.9% | -77.9% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling