+1,117.4%
XLI vs PEG
+1,030.5%
+86.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -5.9% | -2.4% | -3.5% | -5.0% |
| 3M | -0.3% | -4.8% | +4.5% | +1.5% |
| 6M | +0.1% | -10.7% | +10.8% | +4.5% |
| YTD | +13.6% | -6.7% | +20.3% | +16.3% |
| 1Y | +17.2% | -6.8% | +24.0% | +19.8% |
| 3Y | +68.2% | +34.5% | +33.7% | +46.3% |
| 5Y | +80.7% | +35.8% | +45.0% | +55.5% |
| 10Y | +253.3% | +141.7% | +111.5% | +138.4% |
| All | +1,117.4% | +1,030.5% | +86.9% | +394.2% |
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