+124.6%
XLP vs PEGA
+101.4%
+23.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.0% |
| 7D | +0.7% | -4.5% | +5.2% | +1.1% |
| 30D | +10.3% | -5.7% | +15.9% | +10.7% |
| 3M | +6.5% | +2.6% | +4.0% | +6.2% |
| 6M | +8.4% | -10.6% | +19.0% | +8.8% |
| YTD | +18.2% | -45.5% | +63.7% | +23.1% |
| 1Y | +22.4% | -44.8% | +67.2% | +27.3% |
| 3Y | +41.9% | +45.5% | -3.6% | +28.8% |
| 5Y | +40.9% | -45.3% | +86.2% | +43.9% |
| All | +124.6% | +101.4% | +23.1% | +89.4% |
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