-15.6%
XHB vs PEGA
-37.1%
+21.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.4% |
| 7D | -5.2% | -5.3% | +0.1% | -5.1% |
| 30D | -12.1% | +8.3% | -20.4% | -12.3% |
| 3M | -6.2% | +8.9% | -15.1% | -6.3% |
| 6M | -6.7% | -19.7% | +13.0% | -6.7% |
| YTD | -5.5% | -39.9% | +34.4% | -5.6% |
| 1Y | -15.6% | -36.4% | +20.7% | -16.6% |
| All | -15.6% | -37.1% | +21.5% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling