+167.2%
XLE vs PEP
+80.6%
+86.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | -12.0% | +2.9% | -14.9% | -13.1% |
| 30D | -2.7% | +14.2% | -17.0% | -7.9% |
| 3M | +6.6% | +3.2% | +3.4% | +4.9% |
| 6M | +9.5% | -7.4% | +17.0% | +12.2% |
| YTD | +40.6% | +1.5% | +39.1% | +38.1% |
| 1Y | +43.6% | +3.9% | +39.7% | +39.6% |
| 3Y | +58.1% | -5.5% | +63.6% | +56.9% |
| 5Y | +152.2% | +0.1% | +152.1% | +137.8% |
| All | +167.2% | +80.6% | +86.6% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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