+253.9%
XLI vs PEGA
+184.6%
+69.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -1.7% | -3.0% | +1.3% | -1.1% |
| 30D | -7.3% | +15.9% | -23.2% | -9.9% |
| 3M | -1.3% | +10.8% | -12.2% | -4.1% |
| 6M | +2.2% | -16.5% | +18.7% | +4.4% |
| YTD | +11.7% | -39.0% | +50.7% | +20.4% |
| 1Y | +14.3% | -37.3% | +51.5% | +21.8% |
| 3Y | +70.3% | +59.2% | +11.2% | +39.3% |
| 5Y | +82.3% | -44.9% | +127.2% | +92.6% |
| All | +253.9% | +184.6% | +69.3% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling