+42.7%
XLP vs PEGA
-43.7%
+86.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +3.5% | -1.6% | +5.1% | +3.5% |
| 30D | +11.6% | -3.0% | +14.5% | +11.7% |
| 3M | +7.6% | +5.8% | +1.8% | +7.4% |
| 6M | +10.0% | -8.8% | +18.8% | +10.1% |
| YTD | +19.7% | -43.5% | +63.3% | +21.7% |
| 1Y | +23.5% | -43.4% | +66.9% | +25.4% |
| 3Y | +44.0% | +48.6% | -4.6% | +37.0% |
| 5Y | +42.7% | -43.3% | +86.0% | +39.6% |
| All | +42.7% | -43.7% | +86.4% | +39.6% |
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 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