+344.1%
PEP vs XBI
+950.0%
-605.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | +0.2% | +7.1% | -6.8% | -1.1% |
| 3M | -1.1% | +22.9% | -24.0% | -5.0% |
| 6M | -13.5% | +29.7% | -43.2% | -18.0% |
| YTD | -1.2% | +34.5% | -35.7% | -7.1% |
| 1Y | -1.6% | +76.1% | -77.6% | -12.1% |
| 3Y | -12.5% | +103.2% | -115.7% | -25.2% |
| 5Y | +3.0% | +22.8% | -19.8% | -4.9% |
| 10Y | +73.9% | +176.3% | -102.4% | +28.0% |
| All | +344.1% | +950.0% | -605.9% | +88.2% |
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