+215.5%
XHB vs PEGA
+170.9%
+44.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.0% |
| 7D | -1.9% | -6.1% | +4.2% | -0.3% |
| 30D | -8.3% | +6.4% | -14.7% | -10.0% |
| 3M | -7.1% | +2.9% | -10.1% | -8.9% |
| 6M | -5.3% | -23.8% | +18.6% | -0.1% |
| YTD | -3.2% | -41.1% | +37.9% | +8.2% |
| 1Y | -13.9% | -38.2% | +24.4% | -5.9% |
| 3Y | +24.9% | +49.8% | -24.9% | -5.4% |
| 5Y | +34.5% | -48.0% | +82.5% | +42.5% |
| 10Y | +215.5% | +173.1% | +42.3% | +103.2% |
| All | +215.5% | +170.9% | +44.6% | +103.2% |
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