+1,106.7%
XLY vs PEG
+1,020.5%
+86.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | -4.2% | -3.7% | -0.5% | -2.9% |
| 3M | -2.7% | -7.3% | +4.6% | -0.1% |
| 6M | -0.6% | -10.5% | +9.8% | +3.1% |
| YTD | -5.0% | -7.5% | +2.5% | -2.9% |
| 1Y | -4.1% | -8.7% | +4.6% | -1.6% |
| 3Y | +33.6% | +31.4% | +2.2% | +18.3% |
| 5Y | +28.7% | +37.8% | -9.1% | +11.0% |
| 10Y | +219.6% | +148.0% | +71.6% | +117.3% |
| All | +1,106.7% | +1,020.5% | +86.2% | +383.3% |
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