+65.0%
XLF vs PEG
+35.4%
+29.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | -1.6% | -2.8% | +1.1% | -0.6% |
| 3M | +9.3% | -6.9% | +16.2% | +12.1% |
| 6M | +14.6% | -11.4% | +26.0% | +19.5% |
| YTD | +4.7% | -7.4% | +12.1% | +7.0% |
| 1Y | +8.6% | -8.3% | +16.9% | +11.2% |
| 3Y | +73.9% | +31.5% | +42.3% | +48.9% |
| 5Y | +65.0% | +38.0% | +27.1% | +37.6% |
| All | +65.0% | +35.4% | +29.6% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling