+68.5%
XLI vs PEG
+32.0%
+36.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -8.2% | -2.8% | -5.4% | -7.3% |
| 3M | +0.8% | -6.9% | +7.7% | +3.0% |
| 6M | +0.8% | -11.4% | +12.2% | +4.6% |
| YTD | +10.5% | -7.4% | +17.9% | +12.8% |
| 1Y | +14.1% | -8.3% | +22.4% | +16.7% |
| All | +68.5% | +32.0% | +36.6% | +53.6% |
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 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