+1,475.9%
XLK vs PEG
+1,020.5%
+455.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.5% |
| 30D | -0.6% | -3.7% | +3.1% | +0.6% |
| 3M | +2.6% | -7.3% | +9.8% | +5.1% |
| 6M | +34.0% | -10.5% | +44.4% | +38.5% |
| YTD | +30.7% | -7.5% | +38.2% | +33.3% |
| 1Y | +39.2% | -8.7% | +47.9% | +42.4% |
| 3Y | +120.4% | +31.4% | +89.1% | +96.1% |
| 5Y | +148.8% | +37.8% | +111.0% | +116.0% |
| 10Y | +803.3% | +148.0% | +655.3% | +526.5% |
| All | +1,475.9% | +1,020.5% | +455.3% | +724.0% |
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