+135.4%
XLP vs PEG
+159.1%
-23.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +2.3% | +2.6% | -0.2% | +1.4% |
| 30D | +9.1% | +3.3% | +5.8% | +7.8% |
| 3M | +7.9% | +1.1% | +6.8% | +7.3% |
| 6M | +9.6% | -1.4% | +11.0% | +10.0% |
| YTD | +19.4% | -4.6% | +24.0% | +21.0% |
| 1Y | +22.4% | -7.2% | +29.6% | +25.2% |
| 3Y | +43.2% | +33.7% | +9.4% | +23.9% |
| 5Y | +42.6% | +40.8% | +1.7% | +19.5% |
| 10Y | +135.4% | +162.8% | -27.4% | +55.9% |
| All | +135.4% | +159.1% | -23.7% | +55.9% |
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