+19.9%
XBI vs PEGA
-45.0%
+64.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -4.6% | -3.0% | -1.6% | -4.0% |
| 30D | -2.0% | +15.9% | -17.9% | -5.4% |
| 3M | +17.8% | +10.8% | +6.9% | +13.8% |
| 6M | +23.7% | -16.5% | +40.2% | +27.3% |
| YTD | +28.2% | -39.0% | +67.3% | +41.2% |
| 1Y | +64.0% | -37.3% | +101.2% | +77.9% |
| 3Y | +99.4% | +59.2% | +40.2% | +53.5% |
| All | +19.9% | -45.0% | +64.9% | +32.9% |
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