+52.3%
XOM vs PEP
-0.7%
+53.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -1.0% | +5.0% | +4.2% |
| 30D | +4.6% | -0.7% | +5.2% | +4.7% |
| 3M | +14.0% | -4.1% | +18.1% | +14.7% |
| 6M | +11.0% | -13.1% | +24.0% | +13.8% |
| YTD | +40.7% | -2.1% | +42.8% | +42.9% |
| 1Y | +52.3% | -1.7% | +54.0% | +55.2% |
| All | +52.3% | -0.7% | +53.0% | +55.2% |
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