+3.9%
PEP vs XLI
+83.4%
-79.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +0.7% | -5.8% | +6.5% | +2.3% |
| 3M | -0.5% | +0.7% | -1.2% | -1.1% |
| 6M | -11.3% | +3.2% | -14.5% | -12.6% |
| YTD | -0.6% | +13.0% | -13.6% | -4.9% |
| 1Y | +1.7% | +16.8% | -15.1% | -4.0% |
| 3Y | -12.5% | +72.4% | -84.9% | -30.2% |
| 5Y | +3.9% | +82.8% | -78.9% | -20.1% |
| All | +3.9% | +83.4% | -79.5% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling