+0.7%
PEP vs XME
+43.2%
-42.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.7% |
| 7D | +0.1% | +3.6% | -3.5% | +0.4% |
| 30D | +0.7% | +3.6% | -3.0% | +0.9% |
| 3M | -0.5% | +1.2% | -1.7% | +0.1% |
| 6M | -11.3% | +9.0% | -20.4% | -10.6% |
| YTD | -0.6% | +15.9% | -16.5% | +1.2% |
| All | +0.7% | +43.2% | -42.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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