+3.9%
PEP vs XME
+179.6%
-175.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +0.1% | +3.6% | -3.5% | 0.0% |
| 30D | +0.7% | +3.6% | -3.0% | +0.5% |
| 3M | -0.5% | +1.2% | -1.7% | -0.5% |
| 6M | -11.3% | +9.0% | -20.4% | -11.9% |
| YTD | -0.6% | +15.9% | -16.5% | -1.8% |
| 1Y | +1.7% | +43.2% | -41.5% | -1.4% |
| 3Y | -12.5% | +137.4% | -149.8% | -19.7% |
| 5Y | +3.9% | +185.0% | -181.2% | -5.9% |
| All | +3.9% | +179.6% | -175.8% | -5.9% |
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 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