+39.4%
XOP vs PEG
+32.2%
+7.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +1.0% | -0.1% | +1.0% | +1.0% |
| 30D | +10.8% | -1.7% | +12.6% | +11.4% |
| 3M | +19.5% | -6.8% | +26.2% | +21.9% |
| 6M | +21.6% | -11.4% | +32.9% | +25.8% |
| YTD | +55.8% | -7.2% | +63.1% | +58.0% |
| 1Y | +54.6% | -6.1% | +60.8% | +55.6% |
| All | +39.4% | +32.2% | +7.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling