+37.9%
XHB vs PEGA
-47.4%
+85.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +4.3% |
| 7D | +1.3% | -10.0% | +11.3% | +3.3% |
| 30D | +11.8% | -12.7% | +24.5% | +14.5% |
| 3M | -3.8% | -4.6% | +0.8% | -3.4% |
| 6M | +4.1% | -13.1% | +17.2% | +5.7% |
| YTD | +4.0% | -47.6% | +51.5% | +15.4% |
| 1Y | +1.6% | -47.0% | +48.6% | +12.3% |
| 3Y | +43.2% | +42.0% | +1.2% | +15.5% |
| All | +37.9% | -47.4% | +85.3% | +39.5% |
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