+54.6%
XLE vs PEGA
+49.4%
+5.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.2% | +3.3% | -1.1% | +2.1% |
| 30D | +11.8% | +17.7% | -6.0% | +11.0% |
| 3M | +9.8% | +5.8% | +4.0% | +9.5% |
| 6M | +15.6% | -20.3% | +35.8% | +16.9% |
| YTD | +45.3% | -37.1% | +82.4% | +49.4% |
| 1Y | +48.3% | -30.2% | +78.5% | +50.7% |
| All | +54.6% | +49.4% | +5.2% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling