+4,294.1%
XOM vs PEG
+2,929.1%
+1,365.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -2.4% | +1.0% | -3.4% | -2.8% |
| 30D | +5.7% | -1.9% | +7.5% | +6.5% |
| 3M | +6.6% | -3.7% | +10.2% | +8.1% |
| 6M | +7.7% | -9.4% | +17.1% | +11.7% |
| YTD | +36.2% | -6.0% | +42.2% | +38.8% |
| 1Y | +50.5% | -4.4% | +54.9% | +51.8% |
| 3Y | +53.4% | +33.5% | +19.8% | +30.3% |
| 5Y | +254.2% | +35.7% | +218.4% | +193.8% |
| 10Y | +177.9% | +140.4% | +37.5% | +74.7% |
| All | +4,294.1% | +2,929.1% | +1,365.0% | +951.1% |
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