+1,472.6%
XLK vs PEP
+612.4%
+860.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | +0.7% | +0.2% | +0.5% | +0.5% |
| 3M | -2.9% | -1.1% | -1.8% | -3.2% |
| 6M | +34.3% | -13.5% | +47.7% | +40.4% |
| YTD | +30.4% | -1.2% | +31.6% | +28.9% |
| 1Y | +43.4% | -1.6% | +44.9% | +41.2% |
| 3Y | +116.8% | -12.5% | +129.4% | +119.5% |
| 5Y | +144.0% | +3.0% | +141.0% | +130.0% |
| 10Y | +778.8% | +73.9% | +704.8% | +577.4% |
| All | +1,472.6% | +612.4% | +860.2% | +764.4% |
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