-2.6%
PEP vs XLB
+17.4%
-20.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | -2.2% | +2.0% | -4.1% | -2.5% |
| 6M | -14.4% | +1.8% | -16.2% | -14.8% |
| YTD | -2.2% | +16.6% | -18.8% | -2.9% |
| 1Y | -2.6% | +16.9% | -19.5% | -4.1% |
| All | -2.6% | +17.4% | -20.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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