+3.7%
PEP vs XRT
+18.0%
-14.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.8% | +1.9% |
| 7D | +7.4% | +8.0% | -0.7% | +4.7% |
| 30D | +13.3% | +13.0% | +0.3% | +9.0% |
| 3M | +3.5% | +1.7% | +1.8% | +2.5% |
| 6M | -5.9% | +12.6% | -18.5% | -8.8% |
| YTD | +2.3% | +10.7% | -8.4% | -0.7% |
| 1Y | +3.7% | +18.4% | -14.7% | -0.1% |
| All | +3.7% | +18.0% | -14.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling