+149.7%
XBI vs PEGA
+184.6%
-34.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -4.6% | -3.0% | -1.6% | -3.8% |
| 30D | -2.0% | +15.9% | -17.9% | -6.4% |
| 3M | +17.8% | +10.8% | +6.9% | +12.5% |
| 6M | +23.7% | -16.5% | +40.2% | +27.9% |
| YTD | +28.2% | -39.0% | +67.3% | +44.2% |
| 1Y | +64.0% | -37.3% | +101.2% | +80.9% |
| 3Y | +99.4% | +59.2% | +40.2% | +44.4% |
| 5Y | +19.3% | -44.9% | +64.2% | +26.1% |
| All | +149.7% | +184.6% | -34.9% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling