+4.7%
PEP vs PBF
+772.7%
-767.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.6% |
| 7D | -1.4% | +4.3% | -5.7% | -1.4% |
| 30D | +0.2% | +22.0% | -21.8% | +0.1% |
| 3M | -1.1% | +74.5% | -75.6% | -1.7% |
| 6M | -13.5% | +67.7% | -81.2% | -14.0% |
| YTD | -1.2% | +179.2% | -180.4% | -2.6% |
| 1Y | -1.6% | +170.0% | -171.6% | -3.0% |
| 3Y | -12.5% | +66.4% | -78.9% | -14.1% |
| All | +4.7% | +772.7% | -767.9% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling