+80.3%
PEP vs XRT
+163.3%
-83.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.5% |
| 7D | +1.0% | +2.5% | -1.4% | +0.5% |
| 30D | +12.6% | +10.3% | +2.3% | +10.1% |
| 3M | +3.1% | +2.4% | +0.8% | +2.5% |
| 6M | -6.3% | +10.0% | -16.3% | -8.4% |
| YTD | +1.9% | +9.5% | -7.7% | -0.4% |
| 1Y | +3.3% | +17.2% | -13.9% | -0.6% |
| 3Y | -4.8% | +62.0% | -66.8% | -16.2% |
| 5Y | +2.0% | -2.1% | +4.1% | +0.1% |
| 10Y | +80.3% | +152.6% | -72.2% | +15.4% |
| All | +80.3% | +163.3% | -83.0% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling