+197.2%
PEP vs PBF
+303.9%
-106.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.6% |
| 7D | -1.4% | +4.3% | -5.7% | -1.6% |
| 30D | +0.2% | +22.0% | -21.8% | -0.6% |
| 3M | -1.1% | +74.5% | -75.6% | -3.6% |
| 6M | -13.5% | +67.7% | -81.2% | -15.8% |
| YTD | -1.2% | +179.2% | -180.4% | -6.2% |
| 1Y | -1.6% | +170.0% | -171.6% | -6.6% |
| 3Y | -12.5% | +66.4% | -78.9% | -16.2% |
| 5Y | +3.0% | +764.5% | -761.5% | -11.5% |
| 10Y | +73.9% | +358.5% | -284.6% | +41.5% |
| All | +197.2% | +303.9% | -106.6% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling