+8.6%
XLF vs PEGA
-37.1%
+45.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -2.9% | -5.3% | +2.4% | -2.5% |
| 30D | -1.6% | +8.3% | -9.9% | -2.3% |
| 3M | +9.3% | +8.9% | +0.3% | +8.2% |
| 6M | +14.6% | -19.7% | +34.3% | +16.3% |
| YTD | +4.7% | -39.9% | +44.6% | +8.3% |
| 1Y | +8.6% | -36.4% | +45.0% | +11.6% |
| All | +8.6% | -37.1% | +45.8% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling