+54.6%
XLE vs PEP
-12.5%
+67.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.2% | -1.4% | +3.6% | +2.4% |
| 30D | +11.8% | +0.2% | +11.5% | +11.7% |
| 3M | +9.8% | -1.1% | +10.9% | +9.9% |
| 6M | +15.6% | -13.5% | +29.1% | +17.8% |
| YTD | +45.3% | -1.2% | +46.4% | +45.3% |
| 1Y | +48.3% | -1.6% | +49.9% | +48.3% |
| All | +54.6% | -12.5% | +67.1% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling