+139.5%
XLP vs PEGA
+97.3%
+42.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +7.3% | -4.1% | +11.4% | +7.6% |
| 3M | +8.1% | -2.8% | +10.9% | +8.2% |
| 6M | +10.5% | -0.4% | +10.9% | +10.0% |
| YTD | +21.2% | -45.4% | +66.6% | +26.2% |
| 1Y | +22.7% | -42.6% | +65.3% | +27.1% |
| 3Y | +44.8% | +45.4% | -0.6% | +31.4% |
| 5Y | +44.7% | -44.6% | +89.3% | +47.6% |
| All | +139.5% | +97.3% | +42.2% | +100.3% |
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 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