+820.5%
XLB vs PEGA
+3,750.7%
-2,930.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -1.4% | +3.3% | -4.7% | -1.7% |
| 30D | -0.4% | +17.7% | -18.1% | -2.2% |
| 3M | +2.0% | +5.8% | -3.8% | +0.9% |
| 6M | +1.8% | -20.3% | +22.1% | +3.5% |
| YTD | +16.6% | -37.1% | +53.7% | +21.0% |
| 1Y | +16.9% | -30.2% | +47.1% | +19.6% |
| 3Y | +32.6% | +48.1% | -15.6% | +21.8% |
| 5Y | +35.6% | -46.8% | +82.4% | +35.5% |
| 10Y | +160.0% | +191.3% | -31.3% | +118.1% |
| All | +820.5% | +3,750.7% | -2,930.1% | +515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling