-14.9%
PEP vs XHB
+24.0%
-38.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -1.7% | -1.9% | +0.2% | -1.4% |
| 30D | +0.3% | -8.3% | +8.6% | +1.6% |
| 3M | -3.2% | -7.1% | +3.9% | -2.3% |
| 6M | -13.6% | -5.3% | -8.3% | -13.2% |
| YTD | -1.9% | -3.2% | +1.3% | -1.8% |
| 1Y | -0.6% | -13.9% | +13.2% | +1.3% |
| All | -14.9% | +24.0% | -38.9% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling