+147.8%
XEL vs PEGA
+184.6%
-36.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | -3.9% | +15.9% | -19.8% | -5.0% |
| 3M | -2.8% | +10.8% | -13.7% | -3.8% |
| 6M | -5.4% | -16.5% | +11.1% | -4.6% |
| YTD | +3.8% | -39.0% | +42.8% | +7.0% |
| 1Y | +6.8% | -37.3% | +44.1% | +9.7% |
| 3Y | +45.6% | +59.2% | -13.6% | +32.5% |
| 5Y | +30.7% | -44.9% | +75.6% | +33.5% |
| All | +147.8% | +184.6% | -36.8% | +101.9% |
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 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