+51.7%
XOP vs PEG
+171.2%
-119.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | +6.3% | +4.5% | +1.8% | +4.1% |
| 30D | -6.6% | +7.5% | -14.1% | -10.0% |
| 3M | +3.6% | +0.8% | +2.7% | +2.8% |
| 6M | +10.8% | 0.0% | +10.7% | +9.9% |
| YTD | +48.3% | -3.0% | +51.3% | +48.5% |
| 1Y | +42.9% | -4.7% | +47.7% | +44.4% |
| 3Y | +43.3% | +36.5% | +6.8% | +17.0% |
| 5Y | +94.0% | +44.4% | +49.6% | +50.6% |
| All | +51.7% | +171.2% | -119.6% | +10.6% |
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