+2.5%
PEP vs XLC
-4.7%
+7.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | +3.1% | -3.4% | -0.9% |
| 30D | +11.8% | -4.2% | +16.0% | +12.6% |
| 3M | +3.7% | -2.1% | +5.8% | +3.9% |
| 6M | -4.3% | -6.6% | +2.3% | -4.4% |
| YTD | +2.1% | -7.8% | +9.9% | +1.5% |
| 1Y | +2.5% | -4.1% | +6.6% | +1.6% |
| All | +2.5% | -4.7% | +7.2% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling