+1,117.4%
XLI vs PEGA
+3,750.7%
-2,633.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.1% | +3.3% | -4.3% | -1.4% |
| 30D | -5.9% | +17.7% | -23.7% | -7.8% |
| 3M | -0.3% | +5.8% | -6.1% | -1.4% |
| 6M | +0.1% | -20.3% | +20.4% | +1.8% |
| YTD | +13.6% | -37.1% | +50.7% | +18.1% |
| 1Y | +17.2% | -30.2% | +47.4% | +20.0% |
| 3Y | +68.2% | +48.1% | +20.1% | +54.3% |
| 5Y | +80.7% | -46.8% | +127.5% | +81.0% |
| 10Y | +253.3% | +191.3% | +61.9% | +194.2% |
| All | +1,117.4% | +3,750.7% | -2,633.2% | +656.7% |
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