+24.3%
XLP vs PEGA
-44.4%
+68.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.4% |
| 7D | +5.9% | -2.9% | +8.7% | +5.9% |
| 30D | +13.5% | -0.5% | +13.9% | +13.5% |
| 3M | +8.4% | +8.5% | -0.1% | +8.6% |
| 6M | +11.5% | -6.3% | +17.8% | +10.6% |
| YTD | +20.6% | -42.2% | +62.8% | +16.8% |
| 1Y | +24.3% | -43.4% | +67.7% | +21.3% |
| All | +24.3% | -44.4% | +68.8% | +21.3% |
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