-4.6%
PEP vs XLP
+43.9%
-48.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.0% |
| 7D | +6.7% | +3.5% | +3.2% | +2.8% |
| 30D | +13.5% | +11.6% | +2.0% | +0.9% |
| 3M | +3.9% | +7.6% | -3.7% | -4.0% |
| 6M | -6.0% | +10.0% | -16.0% | -15.2% |
| YTD | +2.5% | +19.7% | -17.3% | -15.7% |
| 1Y | +3.9% | +23.5% | -19.5% | -17.4% |
| All | -4.6% | +43.9% | -48.5% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling