-0.6%
PEP vs XLI
+15.2%
-15.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.7% |
| 30D | +0.3% | -6.9% | +7.2% | -0.1% |
| 3M | -3.2% | -1.9% | -1.3% | -3.7% |
| 6M | -13.6% | +1.0% | -14.6% | -13.8% |
| YTD | -1.9% | +11.3% | -13.2% | -0.3% |
| 1Y | -0.6% | +15.8% | -16.4% | +0.5% |
| All | -0.6% | +15.2% | -15.8% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling