+163.9%
XLE vs PEG
+155.4%
+8.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.1% |
| 7D | -7.9% | +0.9% | -8.8% | -8.3% |
| 30D | -4.8% | +3.8% | -8.6% | -6.7% |
| 3M | +8.4% | +0.1% | +8.3% | +8.0% |
| 6M | +12.7% | -1.0% | +13.7% | +12.5% |
| YTD | +41.3% | -4.1% | +45.4% | +42.6% |
| 1Y | +42.3% | -6.9% | +49.1% | +45.7% |
| 3Y | +65.1% | +35.6% | +29.4% | +34.4% |
| 5Y | +150.2% | +42.8% | +107.4% | +92.8% |
| 10Y | +163.9% | +160.2% | +3.7% | +62.2% |
| All | +163.9% | +155.4% | +8.5% | +62.2% |
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