+334.2%
PEP vs XME
+179.0%
+155.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.5% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +14.0% | -9.2% | +23.2% | +15.4% |
| 3M | +5.4% | -17.8% | +23.1% | +8.1% |
| 6M | -5.1% | -20.0% | +14.9% | -2.8% |
| YTD | +3.1% | -6.6% | +9.7% | +2.7% |
| 1Y | +4.8% | +1.8% | +3.0% | +2.8% |
| 3Y | -4.1% | +98.7% | -102.9% | -16.9% |
| 5Y | +3.0% | +123.9% | -121.0% | -14.1% |
| 10Y | +89.6% | +277.9% | -188.3% | +37.3% |
| All | +334.2% | +179.0% | +155.3% | +181.9% |
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 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