+422.3%
XLF vs PEP
+612.4%
-190.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | 0.0% | -1.4% | +1.4% | +0.7% |
| 30D | +0.2% | +0.2% | -0.1% | 0.0% |
| 3M | +11.7% | -1.1% | +12.8% | +12.0% |
| 6M | +13.8% | -13.5% | +27.3% | +22.0% |
| YTD | +7.0% | -1.2% | +8.2% | +6.2% |
| 1Y | +9.1% | -1.6% | +10.7% | +8.0% |
| 3Y | +75.6% | -12.5% | +88.1% | +81.4% |
| 5Y | +66.4% | +3.0% | +63.4% | +55.3% |
| 10Y | +250.3% | +73.9% | +176.4% | +139.8% |
| All | +422.3% | +612.4% | -190.1% | +88.7% |
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 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