+89.6%
PEP vs XHB
+248.4%
-158.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +2.0% |
| 7D | +4.6% | +1.2% | +3.5% | +4.2% |
| 30D | +14.0% | +8.9% | +5.1% | +11.2% |
| 3M | +5.4% | -4.2% | +9.5% | +6.4% |
| 6M | -5.1% | +1.4% | -6.5% | -6.1% |
| YTD | +3.1% | +1.2% | +1.9% | +1.6% |
| 1Y | +4.8% | -1.3% | +6.1% | +3.9% |
| 3Y | -4.1% | +36.6% | -40.7% | -16.4% |
| 5Y | +3.0% | +34.3% | -31.3% | -11.5% |
| 10Y | +89.6% | +241.1% | -151.5% | +14.4% |
| All | +89.6% | +248.4% | -158.8% | +14.4% |
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