+163.9%
XLE vs PEP
+81.7%
+82.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -7.9% | +1.0% | -8.9% | -8.4% |
| 30D | -4.8% | +12.6% | -17.5% | -9.4% |
| 3M | +8.4% | +3.1% | +5.2% | +6.7% |
| 6M | +12.7% | -6.3% | +19.0% | +14.9% |
| YTD | +41.3% | +1.9% | +39.4% | +38.6% |
| 1Y | +42.3% | +3.3% | +39.0% | +38.7% |
| 3Y | +65.1% | -4.8% | +69.9% | +63.3% |
| 5Y | +150.2% | +2.0% | +148.1% | +133.5% |
| 10Y | +163.9% | +80.3% | +83.6% | +101.8% |
| All | +163.9% | +81.7% | +82.2% | +101.8% |
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