+149.1%
XLK vs PEP
+3.1%
+146.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +2.3% | -1.7% | +4.0% | +2.5% |
| 30D | +0.8% | +0.3% | +0.5% | +0.7% |
| 3M | +4.1% | -3.2% | +7.3% | +4.3% |
| 6M | +34.8% | -13.6% | +48.3% | +37.8% |
| YTD | +30.8% | -1.9% | +32.7% | +29.7% |
| 1Y | +42.4% | -0.6% | +43.0% | +40.3% |
| 3Y | +121.8% | -13.6% | +135.4% | +126.7% |
| All | +149.1% | +3.1% | +146.0% | +123.6% |
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