+606.8%
PEP vs XLU
+633.0%
-26.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +0.8% | -2.2% | -1.8% |
| 30D | +0.2% | -1.3% | +1.6% | +0.8% |
| 3M | -1.1% | -1.3% | +0.2% | -0.6% |
| 6M | -13.5% | -7.6% | -5.8% | -10.2% |
| YTD | -1.2% | +2.3% | -3.5% | -2.5% |
| 1Y | -1.6% | +5.8% | -7.3% | -4.6% |
| 3Y | -12.5% | +50.5% | -63.1% | -29.5% |
| 5Y | +3.0% | +44.1% | -41.1% | -15.6% |
| 10Y | +73.9% | +138.2% | -64.3% | +13.2% |
| All | +606.8% | +633.0% | -26.2% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling