+41.6%
XLE vs PEP
+4.9%
+36.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | -6.7% | +4.6% | -11.3% | -7.0% |
| 30D | -4.4% | +14.0% | -18.4% | -5.9% |
| 3M | +4.0% | +5.4% | -1.4% | +3.2% |
| 6M | +13.2% | -5.1% | +18.3% | +14.4% |
| YTD | +41.9% | +3.1% | +38.8% | +38.9% |
| 1Y | +41.6% | +4.8% | +36.9% | +37.3% |
| All | +41.6% | +4.9% | +36.8% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling