-3.4%
PEP vs XLU
+60.0%
-63.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +2.9% | +2.1% | +0.8% | +2.1% |
| 30D | +12.5% | +5.6% | +6.9% | +10.2% |
| 3M | +4.5% | +0.7% | +3.8% | +4.2% |
| 6M | -0.5% | -0.1% | -0.4% | -0.6% |
| YTD | +4.4% | +5.3% | -0.9% | +2.3% |
| 1Y | +4.4% | +2.2% | +2.2% | +3.4% |
| 3Y | -3.4% | +61.6% | -65.0% | -18.8% |
| All | -3.4% | +60.0% | -63.4% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling