+8.8%
XLRE vs PEGA
-30.0%
+38.8%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -1.2% | +3.3% | -4.5% | -1.4% |
| 30D | -2.8% | +17.7% | -20.6% | -3.6% |
| 3M | -0.2% | +5.8% | -6.0% | -0.9% |
| 6M | +1.9% | -20.3% | +22.2% | +2.5% |
| YTD | +10.6% | -37.1% | +47.7% | +11.9% |
| 1Y | +8.8% | -30.2% | +39.0% | +9.2% |
| All | +8.8% | -30.0% | +38.8% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling