+59.5%
XLF vs PEP
+3.2%
+56.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.0% | +1.1% | -2.0% | -1.3% |
| 30D | +6.5% | +13.6% | -7.1% | +2.8% |
| 3M | +1.8% | +5.1% | -3.3% | +0.3% |
| 6M | +15.4% | -1.6% | +17.0% | +15.6% |
| YTD | +8.4% | +3.3% | +5.0% | +6.3% |
| 1Y | +11.9% | +3.2% | +8.7% | +9.7% |
| 3Y | +81.1% | -3.9% | +85.0% | +79.0% |
| 5Y | +59.5% | +4.0% | +55.4% | +46.7% |
| All | +59.5% | +3.2% | +56.2% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling