+176.5%
XLE vs PEG
+167.4%
+9.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +4.4% | +2.3% | +2.1% | +3.2% |
| 30D | -4.3% | +6.1% | -10.4% | -7.1% |
| 3M | +6.0% | -0.5% | +6.5% | +6.0% |
| 6M | +13.2% | -3.2% | +16.4% | +14.3% |
| YTD | +46.7% | -4.4% | +51.2% | +48.3% |
| 1Y | +46.6% | -7.4% | +54.0% | +50.5% |
| 3Y | +69.6% | +33.9% | +35.6% | +39.1% |
| 5Y | +166.5% | +42.3% | +124.2% | +105.7% |
| All | +176.5% | +167.4% | +9.1% | +72.4% |
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 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