+896.5%
XLV vs PEGA
+3,510.5%
-2,614.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.1% |
| 7D | -3.7% | -6.1% | +2.5% | -3.2% |
| 30D | -1.1% | +6.4% | -7.5% | -1.7% |
| 3M | +8.2% | +2.9% | +5.3% | +7.7% |
| 6M | +8.9% | -23.8% | +32.7% | +10.9% |
| YTD | +8.5% | -41.1% | +49.6% | +12.5% |
| 1Y | +22.3% | -38.2% | +60.5% | +26.0% |
| 3Y | +32.6% | +49.8% | -17.2% | +24.0% |
| 5Y | +34.4% | -48.0% | +82.4% | +34.6% |
| 10Y | +175.4% | +173.1% | +2.2% | +139.9% |
| All | +896.5% | +3,510.5% | -2,614.0% | +573.9% |
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