+832.0%
XLB vs PEG
+1,056.0%
-224.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +0.5% | +2.6% | -2.1% | -0.6% |
| 30D | +6.9% | +3.3% | +3.6% | +5.4% |
| 3M | -0.2% | +1.1% | -1.2% | -0.8% |
| 6M | +3.3% | -1.4% | +4.7% | +3.6% |
| YTD | +18.0% | -4.6% | +22.6% | +19.7% |
| 1Y | +24.2% | -7.2% | +31.4% | +27.5% |
| 3Y | +44.7% | +33.7% | +11.0% | +24.6% |
| 5Y | +31.6% | +40.8% | -9.3% | +10.0% |
| 10Y | +164.2% | +162.8% | +1.4% | +64.9% |
| All | +832.0% | +1,056.0% | -224.0% | +231.2% |
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