-62.1%
XE vs PEGA
-8.1%
-53.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.6% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | -4.8% | -4.1% | -0.7% | -4.8% |
| 3M | -51.3% | -2.8% | -48.4% | -51.3% |
| 6M | -64.2% | -0.4% | -63.8% | -62.9% |
| All | -62.1% | -8.1% | -53.9% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling