+101.4%
XLP vs PEGA
+191.4%
-90.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.0% | +3.3% | -4.3% | -1.3% |
| 30D | -0.9% | +17.7% | -18.6% | -2.2% |
| 3M | +3.8% | +5.8% | -2.0% | +3.0% |
| 6M | -1.7% | -20.3% | +18.5% | -0.5% |
| YTD | +10.3% | -37.1% | +47.4% | +13.6% |
| 1Y | +7.8% | -30.2% | +38.0% | +9.7% |
| 3Y | +27.2% | +48.1% | -20.9% | +16.2% |
| 5Y | +32.5% | -46.8% | +79.3% | +37.7% |
| All | +101.4% | +191.4% | -90.1% | +58.3% |
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