+75.7%
PEP vs XLI
+256.6%
-180.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -0.4% |
| 30D | -0.2% | -8.2% | +7.9% | +3.4% |
| 3M | -4.3% | +0.8% | -5.1% | -5.0% |
| 6M | -13.2% | +0.8% | -14.0% | -14.2% |
| YTD | -1.9% | +10.5% | -12.4% | -7.0% |
| 1Y | -0.3% | +14.1% | -14.5% | -7.2% |
| 3Y | -13.6% | +68.6% | -82.2% | -34.4% |
| 5Y | +3.4% | +80.4% | -77.0% | -25.0% |
| All | +75.7% | +256.6% | -180.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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