+988.3%
XLE vs PEP
+631.6%
+356.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | -12.0% | +2.9% | -14.9% | -13.2% |
| 30D | -2.7% | +14.2% | -17.0% | -8.4% |
| 3M | +6.6% | +3.2% | +3.4% | +4.7% |
| 6M | +9.5% | -7.4% | +17.0% | +12.3% |
| YTD | +40.6% | +1.5% | +39.1% | +37.9% |
| 1Y | +43.6% | +3.9% | +39.7% | +39.4% |
| 3Y | +58.1% | -5.5% | +63.6% | +56.8% |
| 5Y | +152.2% | +0.1% | +152.1% | +139.9% |
| 10Y | +172.9% | +82.1% | +90.9% | +95.3% |
| All | +988.3% | +631.6% | +356.7% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling