-3.4%
PEP vs XBI
+128.3%
-131.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +2.9% | -1.1% | +4.0% | +3.0% |
| 30D | +12.5% | +2.6% | +9.9% | +12.3% |
| 3M | +4.5% | -4.0% | +8.6% | +4.7% |
| 6M | -0.5% | +10.9% | -11.4% | -1.5% |
| YTD | +4.4% | +23.6% | -19.2% | +2.1% |
| 1Y | +4.4% | +35.1% | -30.8% | +0.9% |
| 3Y | -3.4% | +125.2% | -128.6% | -12.1% |
| All | -3.4% | +128.3% | -131.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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