+70.0%
XLE vs PEG
+36.1%
+33.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.6% |
| 7D | +5.4% | +4.5% | +0.9% | +4.3% |
| 30D | -3.9% | +7.5% | -11.5% | -5.7% |
| 3M | +7.0% | +0.8% | +6.2% | +6.8% |
| 6M | +14.2% | 0.0% | +14.2% | +14.0% |
| YTD | +48.2% | -3.0% | +51.2% | +48.5% |
| 1Y | +47.7% | -4.7% | +52.4% | +48.8% |
| 3Y | +70.0% | +36.5% | +33.5% | +55.9% |
| All | +70.0% | +36.1% | +33.9% | +55.9% |
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