+76.6%
PEP vs XLB
+159.0%
-82.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.7% | -1.7% | +2.4% | +1.4% |
| 3M | -0.5% | +4.4% | -4.9% | -2.5% |
| 6M | -11.3% | +5.0% | -16.3% | -13.5% |
| YTD | -0.6% | +15.5% | -16.1% | -7.2% |
| 1Y | +1.7% | +14.9% | -13.3% | -5.1% |
| 3Y | -12.5% | +34.5% | -47.0% | -24.8% |
| 5Y | +3.9% | +36.5% | -32.7% | -12.8% |
| 10Y | +76.6% | +159.6% | -83.0% | +4.1% |
| All | +76.6% | +159.0% | -82.4% | +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 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