+136.0%
XLC vs PEG
+89.7%
+46.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.6% |
| 7D | +3.7% | +4.5% | -0.8% | +2.2% |
| 30D | -1.9% | +7.5% | -9.5% | -4.4% |
| 3M | -3.1% | +0.8% | -4.0% | -3.6% |
| 6M | -6.4% | 0.0% | -6.4% | -6.8% |
| YTD | -6.8% | -3.0% | -3.8% | -6.5% |
| 1Y | -1.7% | -4.7% | +3.1% | -0.7% |
| 3Y | +64.7% | +36.5% | +28.2% | +42.0% |
| 5Y | +41.1% | +44.4% | -3.3% | +17.4% |
| All | +136.0% | +89.7% | +46.3% | +70.2% |
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 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