+37.3%
XHB vs PEGA
-47.9%
+85.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.6% |
| 7D | +0.2% | -2.4% | +2.6% | +0.6% |
| 30D | -9.1% | +9.6% | -18.7% | -10.7% |
| 3M | -2.3% | +2.3% | -4.6% | -3.5% |
| 6M | -4.1% | -23.9% | +19.8% | -0.1% |
| YTD | -1.7% | -39.8% | +38.1% | +6.6% |
| 1Y | -15.1% | -37.4% | +22.3% | -9.3% |
| 3Y | +26.8% | +53.1% | -26.3% | +1.9% |
| 5Y | +37.3% | -47.2% | +84.6% | +40.4% |
| All | +37.3% | -47.9% | +85.3% | +40.4% |
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