+30.5%
XEL vs PEG
+35.4%
-4.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -0.9% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | -2.9% | -2.8% | -0.1% | -1.1% |
| 3M | -2.7% | -6.9% | +4.2% | +2.0% |
| 6M | -6.5% | -11.4% | +4.9% | +1.1% |
| YTD | +3.6% | -7.4% | +11.0% | +8.9% |
| 1Y | +7.5% | -8.3% | +15.8% | +13.4% |
| 3Y | +46.3% | +31.5% | +14.8% | +14.0% |
| 5Y | +30.5% | +38.0% | -7.4% | -4.1% |
| All | +30.5% | +35.4% | -4.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling