+1,477.5%
XLK vs PEGA
+3,510.5%
-2,033.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +2.3% | -6.1% | +8.5% | +3.3% |
| 30D | +0.8% | +6.4% | -5.6% | -0.2% |
| 3M | +4.1% | +2.9% | +1.1% | +2.8% |
| 6M | +34.8% | -23.8% | +58.6% | +38.7% |
| YTD | +30.8% | -41.1% | +71.9% | +39.1% |
| 1Y | +42.4% | -38.2% | +80.6% | +49.9% |
| 3Y | +121.8% | +49.8% | +72.0% | +98.8% |
| 5Y | +146.6% | -48.0% | +194.6% | +150.3% |
| 10Y | +804.3% | +173.1% | +631.1% | +640.0% |
| All | +1,477.5% | +3,510.5% | -2,033.0% | +716.3% |
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 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