+633.7%
XLU vs PEG
+1,021.9%
-388.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | -2.5% | -2.8% | +0.2% | -0.8% |
| 3M | -2.7% | -6.9% | +4.2% | +1.7% |
| 6M | -7.5% | -11.4% | +4.0% | -0.2% |
| YTD | +0.9% | -7.4% | +8.3% | +5.8% |
| 1Y | +3.3% | -8.3% | +11.6% | +8.7% |
| 3Y | +47.3% | +31.5% | +15.8% | +22.8% |
| 5Y | +44.4% | +38.0% | +6.5% | +16.6% |
| 10Y | +140.8% | +148.3% | -7.5% | +34.8% |
| All | +633.7% | +1,021.9% | -388.2% | +59.9% |
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