+192.9%
XOM vs PEG
+148.0%
+44.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | +4.6% | -3.7% | +8.3% | +6.2% |
| 3M | +14.0% | -7.3% | +21.2% | +17.5% |
| 6M | +11.0% | -10.5% | +21.4% | +15.7% |
| YTD | +40.7% | -7.5% | +48.2% | +44.2% |
| 1Y | +52.3% | -8.7% | +61.0% | +56.6% |
| 3Y | +60.5% | +31.4% | +29.1% | +34.5% |
| 5Y | +266.4% | +37.8% | +228.6% | +192.6% |
| All | +192.9% | +148.0% | +44.9% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling