+58.1%
XLE vs PEG
+25.9%
+32.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -12.0% | -2.3% | -9.7% | -11.5% |
| 30D | -2.7% | +1.2% | -4.0% | -3.1% |
| 3M | +6.6% | -2.4% | +8.9% | +7.1% |
| 6M | +9.5% | -6.9% | +16.4% | +11.4% |
| YTD | +40.6% | -7.2% | +47.8% | +42.4% |
| 1Y | +43.6% | -8.9% | +52.5% | +46.3% |
| 3Y | +58.1% | +27.1% | +31.0% | +46.7% |
| All | +58.1% | +25.9% | +32.1% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling