+415.1%
XLF vs PEG
+1,038.8%
-623.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +0.2% | +1.0% | -0.9% | -0.3% |
| 30D | -0.5% | -1.9% | +1.4% | +0.4% |
| 3M | +10.6% | -3.7% | +14.3% | +12.5% |
| 6M | +14.3% | -9.4% | +23.7% | +19.4% |
| YTD | +5.5% | -6.0% | +11.5% | +7.9% |
| 1Y | +9.6% | -4.4% | +13.9% | +10.7% |
| 3Y | +75.2% | +33.5% | +41.6% | +46.9% |
| 5Y | +65.5% | +35.7% | +29.8% | +36.0% |
| 10Y | +246.4% | +140.4% | +106.0% | +106.5% |
| All | +415.1% | +1,038.8% | -623.7% | +53.0% |
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