+889.2%
XLV vs PEG
+1,020.5%
-131.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 1Y | +20.4% | -8.7% | +29.1% | +23.2% |
| 3Y | +30.8% | +31.4% | -0.6% | +18.3% |
| 5Y | +34.6% | +37.8% | -3.2% | +19.2% |
| 10Y | +173.4% | +148.0% | +25.4% | +99.6% |
| All | +889.2% | +1,020.5% | -131.3% | +402.4% |
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