+43.4%
XRT vs PEG
+34.5%
+8.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | -5.6% | -1.9% | -3.8% | -5.2% |
| 3M | +2.5% | -3.7% | +6.2% | +3.5% |
| 6M | +3.7% | -9.4% | +13.1% | +6.2% |
| YTD | +1.0% | -6.0% | +7.0% | +2.2% |
| 1Y | -1.2% | -4.4% | +3.2% | -0.8% |
| 3Y | +43.4% | +33.5% | +9.8% | +23.7% |
| All | +43.4% | +34.5% | +8.9% | +23.7% |
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