+1,024.7%
XLE vs PEG
+1,030.5%
-5.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +2.2% | +0.7% | +1.5% | +1.8% |
| 30D | +11.8% | -2.4% | +14.2% | +13.1% |
| 3M | +9.8% | -4.8% | +14.6% | +12.4% |
| 6M | +15.6% | -10.7% | +26.3% | +21.8% |
| YTD | +45.3% | -6.7% | +51.9% | +49.2% |
| 1Y | +48.3% | -6.8% | +55.2% | +51.9% |
| 3Y | +55.4% | +34.5% | +21.0% | +27.9% |
| 5Y | +216.1% | +35.8% | +180.3% | +153.5% |
| 10Y | +178.4% | +141.7% | +36.7% | +59.3% |
| All | +1,024.7% | +1,030.5% | -5.8% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling