+67.0%
PEP vs XLC
+141.1%
-74.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.1% |
| 30D | +0.3% | -0.9% | +1.2% | +0.6% |
| 3M | -3.2% | -0.3% | -2.9% | -3.2% |
| 6M | -13.6% | -5.2% | -8.4% | -11.9% |
| YTD | -1.9% | -5.3% | +3.4% | -0.1% |
| 1Y | -0.6% | -2.8% | +2.2% | 0.0% |
| 3Y | -13.6% | +71.2% | -84.8% | -32.7% |
| 5Y | +3.2% | +37.6% | -34.4% | -10.0% |
| All | +67.0% | +141.1% | -74.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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