-1.7%
XRT vs PEG
+40.7%
-42.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -1.4% | +1.5% | -2.9% | -1.9% |
| 30D | +9.8% | +5.0% | +4.8% | +8.0% |
| 3M | +3.3% | -0.3% | +3.6% | +3.3% |
| 6M | +13.6% | -2.7% | +16.3% | +14.4% |
| YTD | +9.1% | -5.1% | +14.1% | +10.4% |
| 1Y | +15.1% | -8.3% | +23.3% | +17.9% |
| 3Y | +59.9% | +33.0% | +26.9% | +36.9% |
| 5Y | -1.7% | +41.3% | -43.0% | -19.7% |
| All | -1.7% | +40.7% | -42.4% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling