-12.5%
PEP vs XME
+136.1%
-148.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +0.1% | +3.6% | -3.5% | +0.2% |
| 30D | +0.7% | +3.6% | -3.0% | +0.7% |
| 3M | -0.5% | +1.2% | -1.7% | -0.2% |
| 6M | -11.3% | +9.0% | -20.4% | -11.2% |
| YTD | -0.6% | +15.9% | -16.5% | -0.5% |
| 1Y | +1.7% | +43.2% | -41.5% | +1.3% |
| 3Y | -12.5% | +137.4% | -149.8% | -17.2% |
| All | -12.5% | +136.1% | -148.6% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling