+89.7%
PEP vs XLI
+228.8%
-139.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +4.6% | -1.5% | +6.1% | +5.2% |
| 30D | +14.0% | -0.3% | +14.3% | +13.9% |
| 3M | +5.4% | -8.4% | +13.7% | +9.1% |
| 6M | -5.1% | -2.1% | -3.1% | -5.0% |
| YTD | +3.1% | +9.6% | -6.5% | -2.2% |
| 1Y | +4.8% | +10.7% | -5.9% | -1.1% |
| 3Y | -4.1% | +71.6% | -75.7% | -28.2% |
| 5Y | +3.0% | +70.8% | -67.8% | -23.6% |
| All | +89.7% | +228.8% | -139.1% | +2.6% |
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