+135.9%
XLU vs PEGA
+184.6%
-48.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.6% | -3.0% | +1.4% | -1.3% |
| 30D | -3.3% | +15.9% | -19.2% | -4.7% |
| 3M | -3.2% | +10.8% | -14.0% | -4.5% |
| 6M | -7.0% | -16.5% | +9.6% | -5.9% |
| YTD | +0.6% | -39.0% | +39.7% | +4.7% |
| 1Y | +2.4% | -37.3% | +39.7% | +5.9% |
| 3Y | +46.3% | +59.2% | -12.9% | +30.4% |
| 5Y | +44.0% | -44.9% | +88.8% | +47.8% |
| All | +135.9% | +184.6% | -48.8% | +86.7% |
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