+167.2%
XLE vs PEP
+82.4%
+84.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -10.3% | +6.7% | -17.0% | -12.7% |
| 30D | -3.3% | +13.5% | -16.8% | -8.2% |
| 3M | +8.2% | +3.9% | +4.2% | +6.2% |
| 6M | +5.0% | -6.0% | +11.0% | +6.9% |
| YTD | +40.6% | +2.5% | +38.1% | +37.6% |
| 1Y | +45.0% | +3.9% | +41.1% | +41.0% |
| 3Y | +56.3% | -4.7% | +61.0% | +54.6% |
| 5Y | +152.2% | +1.1% | +151.1% | +137.0% |
| All | +167.2% | +82.4% | +84.8% | +104.9% |
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