+163.9%
XLE vs PEGA
+99.2%
+64.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.1% |
| 7D | -7.9% | -10.0% | +2.1% | -6.5% |
| 30D | -4.8% | -12.7% | +7.9% | -3.1% |
| 3M | +8.4% | -4.6% | +12.9% | +8.6% |
| 6M | +12.7% | -13.1% | +25.8% | +13.8% |
| YTD | +41.3% | -47.6% | +88.9% | +53.3% |
| 1Y | +42.3% | -47.0% | +89.3% | +53.9% |
| 3Y | +65.1% | +42.0% | +23.1% | +39.3% |
| 5Y | +150.2% | -47.8% | +198.0% | +165.0% |
| 10Y | +163.9% | +92.0% | +71.9% | +95.4% |
| All | +163.9% | +99.2% | +64.7% | +95.4% |
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 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