+3.7%
PEP vs XHB
+5.8%
-2.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.4% | -1.7% | +2.8% |
| 7D | +7.4% | +9.7% | -2.4% | +5.9% |
| 30D | +13.3% | +11.7% | +1.7% | +11.5% |
| 3M | +3.5% | -1.4% | +4.8% | +3.2% |
| 6M | -5.9% | +6.8% | -12.7% | -7.2% |
| YTD | +2.3% | +5.5% | -3.2% | +1.0% |
| 1Y | +3.7% | +5.1% | -1.4% | +2.8% |
| All | +3.7% | +5.8% | -2.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling