-2.6%
PEP vs XLU
+4.9%
-7.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.4% | +0.8% | -3.3% | -2.8% |
| 30D | -0.8% | -1.3% | +0.5% | -0.3% |
| 3M | -2.2% | -1.3% | -0.8% | -1.7% |
| 6M | -14.4% | -7.6% | -6.8% | -11.9% |
| YTD | -2.2% | +2.3% | -4.5% | -2.4% |
| 1Y | -2.6% | +5.8% | -8.4% | -7.1% |
| All | -2.6% | +4.9% | -7.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling