+73.6%
XLF vs PEGA
+49.1%
+24.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.2% |
| 7D | -1.0% | -6.1% | +5.1% | -0.4% |
| 30D | -1.3% | +6.4% | -7.7% | -2.0% |
| 3M | +9.1% | +2.9% | +6.2% | +8.4% |
| 6M | +14.4% | -23.8% | +38.2% | +17.2% |
| YTD | +5.1% | -41.1% | +46.1% | +10.5% |
| 1Y | +8.6% | -38.2% | +46.9% | +13.3% |
| All | +73.6% | +49.1% | +24.5% | +59.3% |
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 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