+181.3%
XLE vs PEG
+139.0%
+42.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.5% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +8.5% | -1.7% | +10.3% | +9.4% |
| 3M | +14.6% | -6.8% | +21.4% | +18.4% |
| 6M | +17.6% | -11.4% | +28.9% | +24.0% |
| YTD | +48.1% | -7.2% | +55.3% | +52.2% |
| 1Y | +53.8% | -6.1% | +59.9% | +56.6% |
| 3Y | +56.2% | +31.8% | +24.5% | +29.4% |
| 5Y | +227.7% | +35.6% | +192.1% | +160.7% |
| 10Y | +181.3% | +148.7% | +32.6% | +70.4% |
| All | +181.3% | +139.0% | +42.3% | +70.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling