+82.5%
XOP vs PEG
+369.6%
-287.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.6% | +0.7% | +1.9% | +2.1% |
| 30D | +15.4% | -2.4% | +17.9% | +17.1% |
| 3M | +12.1% | -4.8% | +16.8% | +15.1% |
| 6M | +19.7% | -10.7% | +30.4% | +27.2% |
| YTD | +52.4% | -6.7% | +59.1% | +57.0% |
| 1Y | +47.6% | -6.8% | +54.4% | +51.6% |
| 3Y | +34.4% | +34.5% | -0.1% | +4.9% |
| 5Y | +154.4% | +35.8% | +118.6% | +92.2% |
| 10Y | +54.7% | +141.7% | -87.1% | -26.8% |
| All | +82.5% | +369.6% | -287.0% | -48.6% |
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 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