+142.5%
XLC vs PEGA
+26.3%
+116.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.8% | +3.3% | -4.1% | -1.6% |
| 30D | +1.0% | +17.7% | -16.7% | -3.1% |
| 3M | -0.7% | +5.8% | -6.5% | -2.9% |
| 6M | -5.1% | -20.3% | +15.1% | -1.2% |
| YTD | -4.3% | -37.1% | +32.9% | +4.8% |
| 1Y | -0.6% | -30.2% | +29.6% | +5.0% |
| 3Y | +72.7% | +48.1% | +24.6% | +36.0% |
| 5Y | +38.0% | -46.8% | +84.8% | +52.1% |
| All | +142.5% | +26.3% | +116.2% | +59.8% |
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