+2.3%
PEP vs XME
+110.8%
-108.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.3% | -1.1% |
| 7D | +2.9% | -4.5% | +7.4% | +3.1% |
| 30D | +14.2% | -10.9% | +25.1% | +14.7% |
| 3M | +3.2% | -15.3% | +18.4% | +3.7% |
| 6M | -7.4% | -24.6% | +17.2% | -6.4% |
| YTD | +1.5% | -9.6% | +11.1% | +1.2% |
| 1Y | +3.9% | +2.9% | +1.0% | +2.5% |
| 3Y | -5.5% | +86.9% | -92.4% | -13.0% |
| All | +2.3% | +110.8% | -108.5% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling