+869.9%
XBI vs PEGA
+1,720.6%
-850.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +2.6% | -4.1% | +6.7% | +3.5% |
| 3M | -4.0% | -2.8% | -1.2% | -3.9% |
| 6M | +10.9% | -0.4% | +11.4% | +8.8% |
| YTD | +23.6% | -45.4% | +69.0% | +40.5% |
| 1Y | +35.1% | -42.6% | +77.7% | +51.1% |
| 3Y | +125.2% | +45.4% | +79.8% | +78.8% |
| 5Y | +19.7% | -44.6% | +64.3% | +19.7% |
| 10Y | +130.6% | +91.2% | +39.4% | +62.8% |
| All | +869.9% | +1,720.6% | -850.7% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling