+95.5%
PEP vs XLU
+164.3%
-68.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +2.9% | +2.1% | +0.8% | +1.6% |
| 30D | +12.5% | +5.6% | +6.9% | +8.8% |
| 3M | +4.5% | +0.7% | +3.8% | +3.9% |
| 6M | -0.5% | -0.1% | -0.4% | -0.7% |
| YTD | +4.4% | +5.3% | -0.9% | +0.6% |
| 1Y | +4.4% | +2.2% | +2.2% | +2.4% |
| 3Y | -3.4% | +61.6% | -65.0% | -30.8% |
| 5Y | +5.2% | +53.6% | -48.4% | -23.5% |
| All | +95.5% | +164.3% | -68.7% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling