+172.7%
XLE vs PEGA
+191.9%
-19.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +2.2% | +3.3% | -1.1% | +1.7% |
| 30D | +11.8% | +17.7% | -6.0% | +8.9% |
| 3M | +9.8% | +5.8% | +4.0% | +8.2% |
| 6M | +15.6% | -20.3% | +35.8% | +18.5% |
| YTD | +45.3% | -37.1% | +82.4% | +53.9% |
| 1Y | +48.3% | -30.2% | +78.5% | +53.3% |
| 3Y | +55.4% | +48.1% | +7.3% | +31.9% |
| 5Y | +216.1% | -46.8% | +262.9% | +244.4% |
| All | +172.7% | +191.9% | -19.2% | +76.3% |
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