+142.5%
XLC vs PEG
+82.6%
+59.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.8% | +0.7% | -1.5% | -1.1% |
| 30D | +1.0% | -2.4% | +3.5% | +1.9% |
| 3M | -0.7% | -4.8% | +4.1% | +0.8% |
| 6M | -5.1% | -10.7% | +5.5% | -1.6% |
| YTD | -4.3% | -6.7% | +2.4% | -2.5% |
| 1Y | -0.6% | -6.8% | +6.3% | +1.2% |
| 3Y | +72.7% | +34.5% | +38.2% | +49.4% |
| 5Y | +38.0% | +35.8% | +2.2% | +17.5% |
| All | +142.5% | +82.6% | +59.9% | +77.6% |
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