+788.5%
XLK vs PEGA
+184.6%
+603.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +0.9% |
| 7D | +0.2% | -3.0% | +3.2% | +1.0% |
| 30D | -0.6% | +15.9% | -16.5% | -4.8% |
| 3M | +2.6% | +10.8% | -8.3% | -1.9% |
| 6M | +34.0% | -16.5% | +50.5% | +38.1% |
| YTD | +30.7% | -39.0% | +69.7% | +46.0% |
| 1Y | +39.2% | -37.3% | +76.5% | +53.1% |
| 3Y | +120.4% | +59.2% | +61.3% | +65.4% |
| 5Y | +148.8% | -44.9% | +193.7% | +168.3% |
| All | +788.5% | +184.6% | +603.8% | +485.5% |
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