+143.7%
XLC vs PEG
+80.9%
+62.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | +2.1% | -3.7% | +5.8% | +3.5% |
| 3M | +0.7% | -7.3% | +8.0% | +3.2% |
| 6M | -3.2% | -10.5% | +7.3% | +0.3% |
| YTD | -3.8% | -7.5% | +3.7% | -1.7% |
| 1Y | -2.0% | -8.7% | +6.7% | +0.4% |
| 3Y | +71.4% | +31.4% | +40.0% | +49.7% |
| 5Y | +40.7% | +37.8% | +2.9% | +19.1% |
| All | +143.7% | +80.9% | +62.8% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling