+896.5%
XLV vs PEP
+607.5%
+289.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.2% |
| 7D | -3.7% | -1.7% | -2.0% | -3.1% |
| 30D | -1.1% | +0.3% | -1.4% | -1.2% |
| 3M | +8.2% | -3.2% | +11.5% | +9.5% |
| 6M | +8.9% | -13.6% | +22.5% | +14.8% |
| YTD | +8.5% | -1.9% | +10.4% | +8.7% |
| 1Y | +22.3% | -0.6% | +22.9% | +21.6% |
| 3Y | +32.6% | -13.6% | +46.2% | +37.7% |
| 5Y | +34.4% | +3.2% | +31.2% | +29.9% |
| 10Y | +175.4% | +79.1% | +96.3% | +116.9% |
| All | +896.5% | +607.5% | +289.0% | +445.8% |
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 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