+30.9%
XLB vs PEGA
-47.0%
+77.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +2.3% |
| 7D | -1.4% | -10.0% | +8.6% | -0.3% |
| 30D | +7.1% | -12.7% | +19.8% | +8.6% |
| 3M | +0.6% | -4.6% | +5.2% | +0.8% |
| 6M | +3.5% | -13.1% | +16.6% | +4.3% |
| YTD | +18.2% | -47.6% | +65.8% | +25.9% |
| 1Y | +25.6% | -47.0% | +72.6% | +33.4% |
| 3Y | +46.7% | +42.0% | +4.7% | +29.9% |
| 5Y | +30.9% | -47.8% | +78.7% | +31.3% |
| All | +30.9% | -47.0% | +77.9% | +31.3% |
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