+1,920.9%
XEL vs PEG
+2,929.1%
-1,008.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +1.3% | +1.0% | +0.3% | +0.7% |
| 30D | -1.5% | -1.9% | +0.4% | -0.4% |
| 3M | -0.2% | -3.7% | +3.5% | +2.1% |
| 6M | -5.4% | -9.4% | +4.0% | +0.4% |
| YTD | +5.6% | -6.0% | +11.6% | +9.6% |
| 1Y | +10.5% | -4.4% | +14.8% | +13.2% |
| 3Y | +49.2% | +33.5% | +15.7% | +23.0% |
| 5Y | +30.1% | +35.7% | -5.6% | +6.1% |
| 10Y | +146.7% | +140.4% | +6.3% | +41.6% |
| All | +1,920.9% | +2,929.1% | -1,008.2% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling