-11.9%
PEP vs XLB
+32.8%
-44.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | -1.1% | +2.0% | -3.1% | -1.8% |
| 6M | -13.5% | +1.8% | -15.3% | -14.1% |
| YTD | -1.2% | +16.6% | -17.8% | -6.0% |
| 1Y | -1.6% | +16.9% | -18.5% | -6.6% |
| All | -11.9% | +32.8% | -44.7% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling