+30.8%
XLV vs PEGA
+54.2%
-23.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -3.6% | -3.0% | -0.6% | -3.4% |
| 30D | -1.8% | +15.9% | -17.7% | -2.7% |
| 3M | +7.8% | +10.8% | -3.1% | +6.9% |
| 6M | +9.1% | -16.5% | +25.6% | +9.8% |
| YTD | +7.7% | -39.0% | +46.8% | +10.3% |
| 1Y | +20.4% | -37.3% | +57.7% | +22.8% |
| 3Y | +30.8% | +59.2% | -28.4% | +25.8% |
| All | +30.8% | +54.2% | -23.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling