+37.7%
XLC vs PEGA
-46.5%
+84.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.8% | +3.3% | -4.1% | -1.4% |
| 30D | +1.0% | +17.7% | -16.7% | -2.0% |
| 3M | -0.7% | +5.8% | -6.5% | -2.3% |
| 6M | -5.1% | -20.3% | +15.1% | -2.2% |
| YTD | -4.3% | -37.1% | +32.9% | +2.5% |
| 1Y | -0.6% | -30.2% | +29.6% | +3.7% |
| 3Y | +72.7% | +48.1% | +24.6% | +45.2% |
| All | +37.7% | -46.5% | +84.1% | +48.0% |
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