+3.4%
PEP vs XBI
+18.4%
-15.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -1.4% | -4.6% | +3.2% | -1.0% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -4.3% | +21.8% | -26.1% | -6.1% |
| 6M | -13.2% | +23.2% | -36.4% | -15.0% |
| YTD | -1.9% | +28.7% | -30.6% | -4.5% |
| 1Y | -0.3% | +67.8% | -68.1% | -5.6% |
| 3Y | -13.6% | +100.6% | -114.3% | -20.4% |
| 5Y | +3.4% | +19.8% | -16.4% | -5.5% |
| All | +3.4% | +18.4% | -15.0% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling