+820.5%
XLB vs PEG
+1,030.5%
-210.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | -0.4% | -2.4% | +2.1% | +0.6% |
| 3M | +2.0% | -4.8% | +6.8% | +4.0% |
| 6M | +1.8% | -10.7% | +12.5% | +6.6% |
| YTD | +16.6% | -6.7% | +23.3% | +19.5% |
| 1Y | +16.9% | -6.8% | +23.8% | +19.7% |
| 3Y | +32.6% | +34.5% | -1.9% | +13.8% |
| 5Y | +35.6% | +35.8% | -0.1% | +15.2% |
| 10Y | +160.0% | +141.7% | +18.3% | +68.0% |
| All | +820.5% | +1,030.5% | -210.0% | +230.7% |
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