+54.8%
XOP vs PEG
+148.3%
-93.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.6% | -0.9% | +2.5% | +2.1% |
| 30D | +9.6% | -2.8% | +12.3% | +11.0% |
| 3M | +16.9% | -6.9% | +23.9% | +20.8% |
| 6M | +24.0% | -11.4% | +35.4% | +30.6% |
| YTD | +56.2% | -7.4% | +63.6% | +60.4% |
| 1Y | +51.8% | -8.3% | +60.1% | +56.2% |
| 3Y | +37.0% | +31.5% | +5.4% | +14.2% |
| 5Y | +163.4% | +38.0% | +125.4% | +110.1% |
| All | +54.8% | +148.3% | -93.5% | +6.0% |
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