+22.3%
XBI vs PEGA
-44.5%
+66.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +2.6% | -4.1% | +6.7% | +3.3% |
| 3M | -4.0% | -2.8% | -1.2% | -3.9% |
| 6M | +10.9% | -0.4% | +11.4% | +9.2% |
| YTD | +23.6% | -45.4% | +69.0% | +38.9% |
| 1Y | +35.1% | -42.6% | +77.7% | +49.7% |
| 3Y | +125.2% | +45.4% | +79.8% | +76.3% |
| All | +22.3% | -44.5% | +66.8% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling