+26.9%
XLV vs PEP
-4.0%
+30.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +0.2% | -2.4% | +2.6% | +0.8% |
| 30D | +4.4% | -0.8% | +5.3% | +4.7% |
| 3M | +13.2% | -2.2% | +15.4% | +13.8% |
| 6M | +10.1% | -14.4% | +24.5% | +12.9% |
| YTD | +11.7% | -2.2% | +13.9% | +13.5% |
| 1Y | +26.9% | -2.6% | +29.5% | +30.8% |
| All | +26.9% | -4.0% | +30.9% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling