+1,075.2%
XLI vs PEGA
+3,152.7%
-2,077.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -1.5% | -8.2% | +6.7% | -0.6% |
| 30D | -0.3% | -11.6% | +11.2% | +1.0% |
| 3M | -8.4% | -4.2% | -4.2% | -8.2% |
| 6M | -2.1% | -12.0% | +9.9% | -1.5% |
| YTD | +9.6% | -46.9% | +56.5% | +15.9% |
| 1Y | +10.7% | -47.0% | +57.7% | +16.9% |
| 3Y | +71.6% | +40.9% | +30.7% | +58.0% |
| 5Y | +70.8% | -45.4% | +116.1% | +70.2% |
| 10Y | +228.0% | +95.9% | +132.0% | +184.1% |
| All | +1,075.2% | +3,152.7% | -2,077.5% | +642.8% |
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