+58.8%
XOM vs PEP
-13.9%
+72.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | 0.0% | -1.7% | +1.7% | +0.4% |
| 30D | +3.4% | +0.3% | +3.1% | +3.4% |
| 3M | +11.0% | -3.2% | +14.2% | +11.6% |
| 6M | +10.6% | -13.6% | +24.2% | +13.7% |
| YTD | +39.2% | -1.9% | +41.1% | +39.6% |
| 1Y | +52.7% | -0.6% | +53.3% | +52.6% |
| All | +58.8% | -13.9% | +72.6% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling