+44.2%
XLU vs PEGA
-45.0%
+89.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | -3.3% | +15.9% | -19.2% | -3.9% |
| 3M | -3.2% | +10.8% | -14.0% | -3.7% |
| 6M | -7.0% | -16.5% | +9.6% | -6.3% |
| YTD | +0.6% | -39.0% | +39.7% | +2.8% |
| 1Y | +2.4% | -37.3% | +39.7% | +4.3% |
| 3Y | +46.3% | +59.2% | -12.9% | +37.6% |
| All | +44.2% | -45.0% | +89.2% | +36.6% |
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