+181.3%
XLE vs PEG
+136.9%
+44.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.9% |
| 7D | +0.3% | -1.0% | +1.3% | +0.8% |
| 30D | +8.5% | -2.6% | +11.2% | +9.9% |
| 3M | +14.6% | -7.6% | +22.2% | +18.9% |
| 6M | +17.6% | -12.2% | +29.7% | +24.5% |
| YTD | +48.1% | -8.1% | +56.2% | +52.9% |
| 1Y | +53.8% | -7.0% | +60.8% | +57.2% |
| 3Y | +56.2% | +30.6% | +25.6% | +29.9% |
| 5Y | +227.7% | +34.4% | +193.3% | +161.8% |
| 10Y | +181.3% | +146.5% | +34.8% | +71.1% |
| All | +181.3% | +136.9% | +44.4% | +71.1% |
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