+75.7%
PEP vs XYZ
+609.1%
-533.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.4% | -5.2% | +3.8% | -1.0% |
| 30D | -0.2% | 0.0% | -0.2% | -0.3% |
| 3M | -4.3% | +18.7% | -23.0% | -5.4% |
| 6M | -13.2% | +20.5% | -33.7% | -14.5% |
| YTD | -1.9% | +21.5% | -23.4% | -3.7% |
| 1Y | -0.3% | +7.2% | -7.5% | -1.5% |
| 3Y | -13.6% | +49.0% | -62.6% | -18.9% |
| 5Y | +3.4% | -68.1% | +71.5% | +7.5% |
| All | +75.7% | +609.1% | -533.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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