+3.3%
PEP vs XHB
+40.6%
-37.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | +0.2% | -6.9% | +7.1% | +1.5% |
| 3M | -1.1% | -1.3% | +0.1% | -1.1% |
| 6M | -13.5% | -6.8% | -6.7% | -12.7% |
| YTD | -1.2% | +0.7% | -1.9% | -1.9% |
| 1Y | -1.6% | -11.2% | +9.7% | +0.1% |
| 3Y | -12.5% | +25.3% | -37.9% | -18.7% |
| All | +3.3% | +40.6% | -37.3% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling