-12.5%
PEP vs XLI
+71.5%
-84.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +0.7% | -5.8% | +6.5% | +1.4% |
| 3M | -0.5% | +0.7% | -1.2% | -0.9% |
| 6M | -11.3% | +3.2% | -14.5% | -12.0% |
| YTD | -0.6% | +13.0% | -13.6% | -3.1% |
| 1Y | +1.7% | +16.8% | -15.1% | -1.6% |
| 3Y | -12.5% | +72.4% | -84.9% | -26.1% |
| All | -12.5% | +71.5% | -84.0% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling