+381.4%
PEG vs XME
+170.7%
+210.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +4.5% | +0.3% | +4.2% | +4.4% |
| 30D | +7.5% | -6.1% | +13.7% | +9.0% |
| 3M | +0.8% | -18.6% | +19.5% | +5.7% |
| 6M | 0.0% | -23.9% | +23.9% | +5.9% |
| YTD | -3.0% | -9.3% | +6.3% | -2.7% |
| 1Y | -4.7% | +1.8% | -6.5% | -7.4% |
| 3Y | +36.5% | +93.0% | -56.5% | +10.1% |
| 5Y | +44.4% | +107.0% | -62.6% | +11.6% |
| 10Y | +170.2% | +266.9% | -96.7% | +66.0% |
| All | +381.4% | +170.7% | +210.7% | +168.1% |
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