+53.3%
XLE vs PEGA
-35.6%
+88.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +0.9% |
| 7D | 0.0% | -2.4% | +2.4% | -0.1% |
| 30D | +12.6% | +9.6% | +3.0% | +13.2% |
| 3M | +11.8% | +2.3% | +9.5% | +12.3% |
| 6M | +16.1% | -23.9% | +40.0% | +15.0% |
| YTD | +46.9% | -39.8% | +86.6% | +46.6% |
| 1Y | +53.3% | -37.4% | +90.7% | +51.4% |
| All | +53.3% | -35.6% | +88.8% | +51.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling