+163.9%
XLE vs PEGA
+92.7%
+71.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | -6.7% | -8.2% | +1.5% | -5.5% |
| 30D | -4.4% | -11.6% | +7.1% | -2.8% |
| 3M | +4.0% | -4.2% | +8.1% | +4.2% |
| 6M | +13.2% | -12.0% | +25.1% | +14.1% |
| YTD | +41.9% | -46.9% | +88.8% | +53.7% |
| 1Y | +41.6% | -47.0% | +88.6% | +53.2% |
| 3Y | +64.0% | +40.9% | +23.1% | +38.7% |
| 5Y | +158.1% | -45.4% | +203.5% | +169.5% |
| 10Y | +163.9% | +95.9% | +68.0% | +94.7% |
| All | +163.9% | +92.7% | +71.2% | +94.7% |
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