+29.0%
XEL vs PEGA
-48.2%
+77.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +0.9% | -6.1% | +7.0% | +1.1% |
| 30D | -0.9% | +6.4% | -7.3% | -1.1% |
| 3M | -1.4% | +2.9% | -4.3% | -1.6% |
| 6M | -5.8% | -23.8% | +18.0% | -5.1% |
| YTD | +4.7% | -41.1% | +45.8% | +6.2% |
| 1Y | +9.1% | -38.2% | +47.3% | +10.3% |
| 3Y | +47.8% | +49.8% | -2.0% | +41.6% |
| 5Y | +29.0% | -48.0% | +77.0% | +19.4% |
| All | +29.0% | -48.2% | +77.2% | +19.4% |
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