+415.1%
XLF vs PEGA
+3,589.9%
-3,174.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.8% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | -0.5% | +9.6% | -10.1% | -1.9% |
| 3M | +10.6% | +2.3% | +8.3% | +9.7% |
| 6M | +14.3% | -23.9% | +38.2% | +17.5% |
| YTD | +5.5% | -39.8% | +45.3% | +11.5% |
| 1Y | +9.6% | -37.4% | +47.0% | +14.7% |
| 3Y | +75.2% | +53.1% | +22.0% | +57.2% |
| 5Y | +65.5% | -47.2% | +112.8% | +66.4% |
| 10Y | +246.4% | +174.3% | +72.1% | +178.5% |
| All | +415.1% | +3,589.9% | -3,174.8% | +193.5% |
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