+253.9%
XLI vs PEG
+148.0%
+105.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.2% |
| 30D | -7.3% | -3.7% | -3.6% | -5.6% |
| 3M | -1.3% | -7.3% | +5.9% | +2.0% |
| 6M | +2.2% | -10.5% | +12.7% | +7.3% |
| YTD | +11.7% | -7.5% | +19.2% | +15.2% |
| 1Y | +14.3% | -8.7% | +23.0% | +18.3% |
| 3Y | +70.3% | +31.4% | +39.0% | +44.4% |
| 5Y | +82.3% | +37.8% | +44.5% | +48.8% |
| All | +253.9% | +148.0% | +105.9% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling