+49.9%
XLE vs PEGA
-44.4%
+94.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.8% | -4.7% |
| 7D | -7.2% | -2.9% | -4.3% | -7.4% |
| 30D | +0.1% | -0.5% | +0.6% | +0.2% |
| 3M | +9.2% | +8.5% | +0.7% | +10.0% |
| 6M | +8.4% | -6.3% | +14.6% | +8.3% |
| YTD | +44.9% | -42.2% | +87.1% | +40.6% |
| 1Y | +49.9% | -43.4% | +93.3% | +47.1% |
| All | +49.9% | -44.4% | +94.3% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling