+166.9%
XLE vs PEGA
-44.5%
+211.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | -3.9% | -4.1% | +0.2% | -3.8% |
| 3M | +7.0% | -2.8% | +9.8% | +7.0% |
| 6M | +14.2% | -0.4% | +14.6% | +13.8% |
| YTD | +48.2% | -45.4% | +93.6% | +53.2% |
| 1Y | +47.7% | -42.6% | +90.3% | +52.0% |
| 3Y | +70.0% | +45.4% | +24.6% | +59.4% |
| All | +166.9% | -44.5% | +211.4% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling