+4.4%
PEP vs XLI
+69.5%
-65.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.9% | +3.8% | -0.9% | +1.9% |
| 30D | +12.5% | +1.0% | +11.5% | +12.1% |
| 3M | +4.5% | -8.9% | +13.4% | +7.1% |
| 6M | -0.5% | -2.3% | +1.8% | -0.4% |
| YTD | +4.4% | +9.7% | -5.3% | +0.6% |
| 1Y | +4.4% | +12.3% | -8.0% | -0.3% |
| 3Y | -3.4% | +71.5% | -74.9% | -23.1% |
| All | +4.4% | +69.5% | -65.1% | -17.2% |
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