+42.0%
XLP vs PEGA
-45.3%
+87.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.2% |
| 7D | +0.7% | -4.5% | +5.2% | +0.9% |
| 30D | +10.3% | -5.7% | +15.9% | +10.5% |
| 3M | +6.5% | +2.7% | +3.9% | +6.4% |
| 6M | +8.4% | -10.5% | +18.9% | +8.5% |
| YTD | +18.2% | -45.4% | +63.6% | +20.3% |
| 1Y | +22.4% | -44.7% | +67.2% | +24.4% |
| 3Y | +41.9% | +45.7% | -3.8% | +35.0% |
| All | +42.0% | -45.3% | +87.3% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling