+246.5%
XLF vs PEP
+78.6%
+167.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | -1.4% | -1.5% | -2.3% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +9.3% | -4.3% | +13.6% | +11.2% |
| 6M | +14.6% | -13.2% | +27.8% | +21.9% |
| YTD | +4.7% | -1.9% | +6.6% | +4.3% |
| 1Y | +8.6% | -0.3% | +9.0% | +6.8% |
| 3Y | +73.9% | -13.6% | +87.5% | +80.9% |
| 5Y | +65.0% | +3.4% | +61.7% | +52.0% |
| All | +246.5% | +78.6% | +167.9% | +169.5% |
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