+79.1%
PEP vs XHB
+202.9%
-123.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | +0.3% | -8.3% | +8.6% | +2.7% |
| 3M | -3.2% | -7.1% | +3.9% | -1.6% |
| 6M | -13.6% | -5.3% | -8.3% | -12.9% |
| YTD | -1.9% | -3.2% | +1.3% | -1.9% |
| 1Y | -0.6% | -13.9% | +13.2% | +2.6% |
| 3Y | -13.6% | +24.9% | -38.5% | -22.4% |
| 5Y | +3.2% | +34.5% | -31.3% | -11.5% |
| 10Y | +79.1% | +215.5% | -136.4% | +14.0% |
| All | +79.1% | +202.9% | -123.8% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling