+365.4%
PEG vs XHB
+167.3%
+198.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.4% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -1.9% | -9.1% | +7.2% | +0.8% |
| 3M | -3.7% | -2.3% | -1.4% | -3.3% |
| 6M | -9.4% | -4.1% | -5.3% | -8.9% |
| YTD | -6.0% | -1.7% | -4.3% | -6.3% |
| 1Y | -4.4% | -15.1% | +10.7% | -0.7% |
| 3Y | +33.5% | +26.8% | +6.7% | +20.3% |
| 5Y | +35.7% | +37.3% | -1.6% | +17.0% |
| 10Y | +140.4% | +205.7% | -65.3% | +57.9% |
| All | +365.4% | +167.3% | +198.1% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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