+34.8%
XLK vs PEG
-10.6%
+45.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.3% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +0.8% | -1.7% | +2.6% | +0.5% |
| 3M | +4.1% | -6.8% | +10.8% | +2.0% |
| 6M | +34.8% | -11.4% | +46.1% | +33.3% |
| All | +34.8% | -10.6% | +45.3% | +33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling