+606.8%
PEP vs XLB
+822.6%
-215.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -1.4% | -1.4% | 0.0% | -0.9% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | -1.1% | +2.0% | -3.1% | -1.9% |
| 6M | -13.5% | +1.8% | -15.3% | -14.2% |
| YTD | -1.2% | +16.6% | -17.8% | -6.6% |
| 1Y | -1.6% | +16.9% | -18.5% | -7.2% |
| 3Y | -12.5% | +32.6% | -45.1% | -21.5% |
| 5Y | +3.0% | +35.6% | -32.6% | -9.3% |
| 10Y | +73.9% | +160.0% | -86.1% | +20.7% |
| All | +606.8% | +822.6% | -215.8% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling