+43.3%
XLP vs PEG
+40.7%
+2.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.5% | +1.5% | -2.0% | -1.0% |
| 30D | +8.3% | +5.0% | +3.4% | +6.7% |
| 3M | +8.7% | -0.3% | +9.0% | +8.7% |
| 6M | +11.2% | -2.7% | +13.8% | +12.0% |
| YTD | +20.0% | -5.1% | +25.1% | +21.6% |
| 1Y | +21.3% | -8.3% | +29.6% | +24.2% |
| 3Y | +43.8% | +33.0% | +10.8% | +24.5% |
| 5Y | +43.3% | +41.3% | +2.0% | +18.5% |
| All | +43.3% | +40.7% | +2.7% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling