+357.8%
PEP vs XHB
+182.7%
+175.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.4% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | +12.6% | +11.8% | +0.8% | +9.7% |
| 3M | +3.1% | -3.8% | +7.0% | +3.9% |
| 6M | -6.3% | +4.1% | -10.4% | -7.6% |
| YTD | +1.9% | +4.0% | -2.1% | +0.1% |
| 1Y | +3.3% | +1.6% | +1.7% | +2.0% |
| 3Y | -4.8% | +43.2% | -48.0% | -14.8% |
| 5Y | +2.0% | +35.8% | -33.8% | -9.0% |
| 10Y | +80.3% | +259.3% | -179.0% | +25.1% |
| All | +357.8% | +182.7% | +175.1% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling