+89.6%
PEP vs XLP
+129.0%
-39.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | +4.6% | +2.3% | +2.3% | +2.0% |
| 30D | +14.0% | +9.1% | +4.9% | +3.6% |
| 3M | +5.4% | +7.9% | -2.5% | -3.1% |
| 6M | -5.1% | +9.6% | -14.7% | -14.2% |
| YTD | +3.1% | +19.4% | -16.3% | -15.2% |
| 1Y | +4.8% | +22.4% | -17.6% | -16.1% |
| 3Y | -4.1% | +43.2% | -47.3% | -35.3% |
| 5Y | +3.0% | +42.6% | -39.6% | -30.4% |
| 10Y | +89.6% | +135.4% | -45.8% | -25.2% |
| All | +89.6% | +129.0% | -39.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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