+43.0%
XLC vs PEG
+40.7%
+2.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | -2.6% | +5.0% | -7.5% | -3.9% |
| 3M | -2.1% | -0.3% | -1.8% | -2.1% |
| 6M | -5.5% | -2.7% | -2.8% | -5.1% |
| YTD | -6.9% | -5.1% | -1.8% | -6.0% |
| 1Y | -3.7% | -8.3% | +4.5% | -1.8% |
| 3Y | +64.2% | +33.0% | +31.2% | +44.0% |
| 5Y | +43.0% | +41.3% | +1.7% | +18.2% |
| All | +43.0% | +40.7% | +2.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling