+128.8%
XLP vs PEG
+155.4%
-26.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.3% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +8.9% | +3.8% | +5.1% | +7.4% |
| 3M | +7.5% | +0.1% | +7.4% | +7.3% |
| 6M | +9.4% | -1.0% | +10.4% | +9.6% |
| YTD | +19.3% | -4.1% | +23.4% | +20.6% |
| 1Y | +21.7% | -6.9% | +28.6% | +24.4% |
| 3Y | +44.0% | +35.6% | +8.3% | +23.8% |
| 5Y | +42.8% | +42.8% | 0.0% | +19.0% |
| 10Y | +128.8% | +160.2% | -31.4% | +50.2% |
| All | +128.8% | +155.4% | -26.7% | +50.2% |
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 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