+35.5%
XLV vs PEG
+36.3%
-0.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.6% | -0.9% | -2.7% | -3.3% |
| 30D | -1.8% | -3.7% | +1.9% | -0.7% |
| 3M | +7.8% | -7.3% | +15.1% | +10.2% |
| 6M | +9.1% | -10.5% | +19.6% | +12.6% |
| YTD | +7.7% | -7.5% | +15.2% | +10.0% |
| 1Y | +20.4% | -8.7% | +29.1% | +23.2% |
| 3Y | +30.8% | +31.4% | -0.6% | +15.1% |
| All | +35.5% | +36.3% | -0.9% | +17.0% |
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