+4.4%
PEP vs XHB
-2.2%
+6.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +12.5% | +9.9% | +2.6% | +11.0% |
| 3M | +4.5% | -6.3% | +10.8% | +5.1% |
| 6M | -0.5% | +3.8% | -4.3% | -1.5% |
| YTD | +4.4% | +0.1% | +4.3% | +3.9% |
| 1Y | +4.4% | -0.8% | +5.2% | +4.0% |
| All | +4.4% | -2.2% | +6.5% | +4.0% |
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 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