+133.6%
XLC vs PEGA
+8.4%
+125.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.5% |
| 7D | +3.1% | -4.6% | +7.6% | +4.2% |
| 30D | -4.2% | -6.8% | +2.6% | -2.8% |
| 3M | -2.1% | +2.6% | -4.7% | -3.3% |
| 6M | -6.6% | -5.4% | -1.2% | -6.7% |
| YTD | -7.8% | -46.0% | +38.2% | +4.3% |
| 1Y | -4.1% | -45.6% | +41.5% | +8.1% |
| 3Y | +62.6% | +43.2% | +19.5% | +27.5% |
| 5Y | +39.6% | -45.3% | +84.9% | +47.2% |
| All | +133.6% | +8.4% | +125.2% | +59.1% |
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