+513.3%
XRT vs PEG
+369.6%
+143.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -4.2% | -2.4% | -1.8% | -3.2% |
| 3M | +5.1% | -4.8% | +9.9% | +7.1% |
| 6M | +2.4% | -10.7% | +13.1% | +7.0% |
| YTD | +3.2% | -6.7% | +9.9% | +5.6% |
| 1Y | +1.5% | -6.8% | +8.4% | +3.7% |
| 3Y | +40.6% | +34.5% | +6.1% | +20.4% |
| 5Y | -1.0% | +35.8% | -36.7% | -16.5% |
| 10Y | +128.4% | +141.7% | -13.3% | +43.6% |
| All | +513.3% | +369.6% | +143.8% | +179.8% |
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 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