+3.2%
PEP vs XLU
+43.5%
-40.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | +0.3% | -0.4% | +0.7% | +0.5% |
| 3M | -3.2% | -1.7% | -1.5% | -2.5% |
| 6M | -13.6% | -7.1% | -6.5% | -10.7% |
| YTD | -1.9% | +1.9% | -3.8% | -2.9% |
| 1Y | -0.6% | +6.1% | -6.7% | -3.7% |
| 3Y | -13.6% | +48.8% | -62.3% | -29.9% |
| 5Y | +3.2% | +43.8% | -40.6% | -15.5% |
| All | +3.2% | +43.5% | -40.2% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling