One general solution in cases like this where you want to simultaneously show two different levels of aggregation for the same measure over time is to duplicate your data source and use Tableau's data blending feature. You'd set the relationship to not include the Company, instead to only include the date, State, and Peer Group Number. That way the secondary (aggregated) data source would sum over all the companies for each Peer Group/State/date.
Here are a couple of examples from the forum:
If you need further assistance, I suggest posting a packaged workbook with some sample data, it's hard to give more specific instructions without seeing how your data is put together.