-3.4%
PEP vs XLB
+43.9%
-47.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.9% | +0.5% | +2.4% | +2.7% |
| 30D | +12.5% | +5.2% | +7.4% | +10.8% |
| 3M | +4.5% | +0.3% | +4.2% | +4.4% |
| 6M | -0.5% | +1.2% | -1.7% | -0.9% |
| YTD | +4.4% | +16.6% | -12.2% | -0.5% |
| 1Y | +4.4% | +21.4% | -17.1% | -1.9% |
| 3Y | -3.4% | +43.2% | -46.6% | -14.9% |
| All | -3.4% | +43.9% | -47.2% | -14.9% |
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