+3.3%
PEP vs XLB
+30.2%
-26.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.2% |
| 7D | +6.7% | -0.4% | +7.0% | +6.8% |
| 30D | +13.5% | +5.2% | +8.3% | +11.7% |
| 3M | +3.9% | -0.1% | +4.1% | +4.0% |
| 6M | -6.0% | +2.4% | -8.4% | -6.9% |
| YTD | +2.5% | +16.9% | -14.4% | -3.0% |
| 1Y | +3.9% | +25.0% | -21.1% | -3.8% |
| 3Y | -4.7% | +40.7% | -45.3% | -16.2% |
| All | +3.3% | +30.2% | -26.9% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling