+823.0%
XLB vs PEG
+1,057.8%
-234.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | 0.0% | +2.3% | -2.3% | -1.0% |
| 30D | +5.3% | +6.1% | -0.9% | +2.6% |
| 3M | 0.0% | -0.5% | +0.5% | 0.0% |
| 6M | +1.2% | -3.2% | +4.4% | +2.3% |
| YTD | +16.9% | -4.4% | +21.3% | +18.5% |
| 1Y | +20.9% | -7.4% | +28.3% | +24.2% |
| 3Y | +43.3% | +33.9% | +9.4% | +23.3% |
| 5Y | +28.3% | +42.3% | -14.0% | +6.8% |
| 10Y | +165.3% | +166.4% | -1.0% | +64.7% |
| All | +823.0% | +1,057.8% | -234.8% | +227.8% |
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