+943.2%
XBI vs PEGA
+1,907.9%
-964.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | 0.0% |
| 7D | -0.9% | -2.4% | +1.5% | -0.3% |
| 30D | +2.9% | +9.6% | -6.7% | +0.1% |
| 3M | +26.2% | +2.3% | +23.9% | +23.7% |
| 6M | +30.7% | -23.9% | +54.6% | +38.0% |
| YTD | +32.9% | -39.8% | +72.7% | +47.9% |
| 1Y | +72.3% | -37.4% | +109.7% | +87.9% |
| 3Y | +107.2% | +53.1% | +54.0% | +63.0% |
| 5Y | +23.2% | -47.2% | +70.4% | +25.6% |
| 10Y | +158.5% | +174.3% | -15.8% | +66.6% |
| All | +943.2% | +1,907.9% | -964.7% | +265.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling