+26.8%
XHB vs PEGA
+48.1%
-21.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -2.0% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | -9.1% | +9.6% | -18.7% | -10.1% |
| 3M | -2.3% | +2.3% | -4.6% | -2.9% |
| 6M | -4.1% | -23.9% | +19.8% | -1.5% |
| YTD | -1.7% | -39.8% | +38.1% | +3.7% |
| 1Y | -15.1% | -37.4% | +22.3% | -11.3% |
| 3Y | +26.8% | +53.1% | -26.3% | +9.0% |
| All | +26.8% | +48.1% | -21.2% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling