+631.5%
XLU vs PEG
+1,020.5%
-389.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.1% |
| 30D | -3.3% | -3.7% | +0.4% | -1.0% |
| 3M | -3.2% | -7.3% | +4.1% | +1.5% |
| 6M | -7.0% | -10.5% | +3.5% | -0.3% |
| YTD | +0.6% | -7.5% | +8.1% | +5.6% |
| 1Y | +2.4% | -8.7% | +11.2% | +8.1% |
| 3Y | +46.3% | +31.4% | +14.9% | +22.0% |
| 5Y | +44.0% | +37.8% | +6.2% | +16.3% |
| 10Y | +140.1% | +148.0% | -7.9% | +34.5% |
| All | +631.5% | +1,020.5% | -389.1% | +59.5% |
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 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