+508.9%
XLP vs PEG
+1,030.5%
-521.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -0.9% | -2.4% | +1.6% | -0.2% |
| 3M | +3.8% | -4.8% | +8.6% | +5.3% |
| 6M | -1.7% | -10.7% | +9.0% | +1.6% |
| YTD | +10.3% | -6.7% | +16.9% | +12.3% |
| 1Y | +7.8% | -6.8% | +14.6% | +9.7% |
| 3Y | +27.2% | +34.5% | -7.3% | +14.0% |
| 5Y | +32.5% | +35.8% | -3.2% | +17.8% |
| 10Y | +101.8% | +141.7% | -39.9% | +48.4% |
| All | +508.9% | +1,030.5% | -521.5% | +167.6% |
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