+159.6%
XLB vs PEGA
+175.4%
-15.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.2% |
| 7D | -0.2% | -2.4% | +2.1% | +0.2% |
| 30D | -1.7% | +9.6% | -11.4% | -3.5% |
| 3M | +4.4% | +2.3% | +2.0% | +3.1% |
| 6M | +5.0% | -23.9% | +28.9% | +9.1% |
| YTD | +15.5% | -39.8% | +55.2% | +24.5% |
| 1Y | +14.9% | -37.4% | +52.3% | +22.2% |
| 3Y | +34.5% | +53.1% | -18.6% | +10.4% |
| 5Y | +36.5% | -47.2% | +83.8% | +44.5% |
| 10Y | +159.6% | +174.3% | -14.7% | +71.7% |
| All | +159.6% | +175.4% | -15.8% | +71.7% |
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