+80.3%
PEP vs XLB
+173.6%
-93.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.5% |
| 7D | +1.0% | -1.4% | +2.4% | +1.6% |
| 30D | +12.6% | +7.1% | +5.5% | +9.3% |
| 3M | +3.1% | +0.6% | +2.5% | +2.8% |
| 6M | -6.3% | +3.5% | -9.8% | -7.9% |
| YTD | +1.9% | +18.2% | -16.4% | -5.8% |
| 1Y | +3.3% | +25.6% | -22.3% | -7.2% |
| 3Y | -4.8% | +46.7% | -51.5% | -21.4% |
| 5Y | +2.0% | +30.9% | -28.9% | -12.2% |
| 10Y | +80.3% | +167.7% | -87.4% | +10.2% |
| All | +80.3% | +173.6% | -93.3% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling