+316.1%
PEP vs XRT
+514.3%
-198.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.9% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | +0.2% | -4.2% | +4.4% | +1.4% |
| 3M | -1.1% | +5.1% | -6.2% | -2.5% |
| 6M | -13.5% | +2.4% | -15.9% | -14.2% |
| YTD | -1.2% | +3.2% | -4.4% | -2.2% |
| 1Y | -1.6% | +1.5% | -3.1% | -2.4% |
| 3Y | -12.5% | +40.6% | -53.1% | -21.8% |
| 5Y | +3.0% | -1.0% | +4.0% | -0.8% |
| 10Y | +73.9% | +128.4% | -54.5% | +19.6% |
| All | +316.1% | +514.3% | -198.2% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling