+136.8%
XLP vs PEGA
+94.5%
+42.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -0.5% | -8.6% | +8.1% | +0.2% |
| 30D | +8.3% | -10.1% | +18.4% | +9.2% |
| 3M | +8.7% | -4.7% | +13.4% | +9.0% |
| 6M | +11.2% | -8.0% | +19.1% | +11.4% |
| YTD | +20.0% | -47.1% | +67.1% | +25.3% |
| 1Y | +21.3% | -47.5% | +68.8% | +26.7% |
| 3Y | +43.8% | +40.2% | +3.6% | +31.0% |
| 5Y | +43.3% | -45.7% | +89.1% | +46.2% |
| 10Y | +136.8% | +85.1% | +51.7% | +98.6% |
| All | +136.8% | +94.5% | +42.3% | +98.6% |
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