+41.9%
XLP vs PEG
+25.9%
+16.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +0.7% | -2.3% | +3.0% | +1.3% |
| 30D | +10.3% | +1.2% | +9.0% | +10.0% |
| 3M | +6.5% | -2.4% | +8.9% | +7.0% |
| 6M | +8.4% | -6.9% | +15.2% | +10.0% |
| YTD | +18.2% | -7.2% | +25.4% | +20.0% |
| 1Y | +22.4% | -8.9% | +31.3% | +24.7% |
| 3Y | +41.9% | +27.1% | +14.8% | +29.2% |
| All | +41.9% | +25.9% | +16.0% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling