+369.3%
PEP vs XBI
+865.0%
-495.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +2.9% | -1.1% | +4.0% | +3.1% |
| 30D | +12.5% | +2.6% | +9.9% | +11.8% |
| 3M | +4.5% | -4.0% | +8.6% | +4.9% |
| 6M | -0.5% | +10.9% | -11.4% | -3.0% |
| YTD | +4.4% | +23.6% | -19.2% | -0.6% |
| 1Y | +4.4% | +35.1% | -30.8% | -2.4% |
| 3Y | -3.4% | +125.2% | -128.6% | -19.2% |
| 5Y | +5.2% | +19.7% | -14.6% | -2.8% |
| 10Y | +92.1% | +130.6% | -38.4% | +46.8% |
| All | +369.3% | +865.0% | -495.7% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling