+988.3%
XLE vs PEGA
+3,239.4%
-2,251.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.3% |
| 7D | -12.0% | -4.5% | -7.5% | -11.6% |
| 30D | -2.7% | -5.7% | +2.9% | -2.3% |
| 3M | +6.6% | +2.6% | +4.0% | +6.1% |
| 6M | +9.5% | -10.6% | +20.1% | +9.9% |
| YTD | +40.6% | -45.5% | +86.0% | +46.8% |
| 1Y | +43.6% | -44.8% | +88.4% | +49.6% |
| 3Y | +58.1% | +45.5% | +12.6% | +46.6% |
| 5Y | +152.2% | -45.3% | +197.5% | +150.3% |
| 10Y | +172.9% | +102.4% | +70.6% | +139.9% |
| All | +988.3% | +3,239.4% | -2,251.1% | +703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling