+363.3%
PEG vs XME
+242.3%
+121.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -2.4% | +6.0% | -8.4% | -4.1% |
| 3M | -4.8% | -7.7% | +2.9% | -3.5% |
| 6M | -10.7% | +1.0% | -11.6% | -11.9% |
| YTD | -6.7% | +14.6% | -21.3% | -11.4% |
| 1Y | -6.8% | +46.0% | -52.8% | -17.5% |
| 3Y | +34.5% | +127.0% | -92.5% | +4.5% |
| 5Y | +35.8% | +175.8% | -140.1% | -2.5% |
| 10Y | +141.7% | +414.6% | -272.9% | +36.1% |
| All | +363.3% | +242.3% | +121.0% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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