+39.2%
XLK vs PEGA
-36.0%
+75.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.2% |
| 7D | +0.2% | -3.0% | +3.2% | +0.4% |
| 30D | -0.6% | +15.9% | -16.5% | -1.5% |
| 3M | +2.6% | +10.8% | -8.3% | +2.2% |
| 6M | +34.0% | -16.5% | +50.5% | +37.7% |
| YTD | +30.7% | -39.0% | +69.7% | +40.1% |
| 1Y | +39.2% | -37.3% | +76.5% | +49.3% |
| All | +39.2% | -36.0% | +75.2% | +49.3% |
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