+386.9%
EXEL vs PEGA
+170.9%
+216.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | -0.3% | -6.1% | +5.8% | +0.8% |
| 30D | +10.1% | +6.4% | +3.7% | +8.8% |
| 3M | +10.1% | +2.9% | +7.2% | +8.8% |
| 6M | +37.7% | -23.8% | +61.5% | +42.7% |
| YTD | +33.1% | -41.1% | +74.1% | +43.9% |
| 1Y | +52.4% | -38.2% | +90.6% | +62.4% |
| 3Y | +163.8% | +49.8% | +114.0% | +115.7% |
| 5Y | +198.5% | -48.0% | +246.5% | +223.2% |
| 10Y | +386.9% | +173.1% | +213.7% | +237.2% |
| All | +386.9% | +170.9% | +216.0% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PEGA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling