+316.1%
PEP vs XME
+242.3%
+73.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +0.2% | +6.0% | -5.8% | -0.7% |
| 3M | -1.1% | -7.7% | +6.6% | -0.3% |
| 6M | -13.5% | +1.0% | -14.4% | -14.3% |
| YTD | -1.2% | +14.6% | -15.8% | -4.2% |
| 1Y | -1.6% | +46.0% | -47.5% | -8.6% |
| 3Y | -12.5% | +127.0% | -139.5% | -25.4% |
| 5Y | +3.0% | +175.8% | -172.8% | -16.5% |
| 10Y | +73.9% | +414.6% | -340.7% | +20.3% |
| All | +316.1% | +242.3% | +73.8% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling