+49.0%
XEL vs PEGA
-44.5%
+93.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +8.3% | -4.1% | +12.4% | +8.4% |
| 3M | +4.2% | -2.8% | +7.0% | +4.2% |
| 6M | +3.7% | -0.4% | +4.2% | +3.5% |
| YTD | +13.1% | -45.4% | +58.4% | +14.8% |
| 1Y | +5.0% | -42.6% | +47.6% | +6.4% |
| 3Y | +55.0% | +45.4% | +9.5% | +48.3% |
| All | +49.0% | -44.5% | +93.5% | +41.3% |
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 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