+20.7%
XLK vs PEGA
-44.4%
+65.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -7.6% | -2.9% | -4.7% | -7.5% |
| 30D | -12.2% | -0.5% | -11.7% | -12.2% |
| 3M | -5.5% | +8.5% | -14.0% | -6.1% |
| 6M | +9.2% | -6.3% | +15.4% | +10.8% |
| YTD | +23.0% | -42.2% | +65.2% | +36.2% |
| 1Y | +20.7% | -43.4% | +64.1% | +36.2% |
| All | +20.7% | -44.4% | +65.1% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling