+1,075.5%
XLI vs PEGA
+3,245.5%
-2,170.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +1.0% | -4.1% | +5.2% | +1.4% |
| 3M | -8.9% | -2.8% | -6.1% | -8.9% |
| 6M | -2.3% | -0.4% | -1.8% | -3.1% |
| YTD | +9.7% | -45.4% | +55.1% | +15.6% |
| 1Y | +12.3% | -42.6% | +54.9% | +17.6% |
| 3Y | +71.5% | +45.4% | +26.1% | +57.3% |
| 5Y | +70.2% | -44.6% | +114.8% | +69.4% |
| 10Y | +227.5% | +91.2% | +136.3% | +184.2% |
| All | +1,075.5% | +3,245.5% | -2,170.0% | +640.7% |
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