+633.7%
XLU vs PEGA
+3,581.6%
-2,947.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -2.9% | -1.1% |
| 7D | -1.2% | -5.3% | +4.1% | -0.9% |
| 30D | -2.5% | +8.3% | -10.8% | -3.0% |
| 3M | -2.7% | +8.9% | -11.7% | -3.5% |
| 6M | -7.5% | -19.7% | +12.3% | -6.7% |
| YTD | +0.9% | -39.9% | +40.8% | +3.2% |
| 1Y | +3.3% | -36.4% | +39.7% | +5.1% |
| 3Y | +47.3% | +52.8% | -5.5% | +40.2% |
| 5Y | +44.4% | -45.7% | +90.1% | +43.7% |
| 10Y | +140.8% | +178.5% | -37.7% | +118.0% |
| All | +633.7% | +3,581.6% | -2,947.9% | +482.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling