+215.2%
XLY vs PEGA
+184.6%
+30.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -1.7% | -3.0% | +1.3% | -1.0% |
| 30D | -4.2% | +15.9% | -20.1% | -7.9% |
| 3M | -2.7% | +10.8% | -13.5% | -6.1% |
| 6M | -0.6% | -16.5% | +15.9% | +2.4% |
| YTD | -5.0% | -39.0% | +34.0% | +5.2% |
| 1Y | -4.1% | -37.3% | +33.2% | +4.7% |
| 3Y | +33.6% | +59.2% | -25.6% | +3.3% |
| 5Y | +28.7% | -44.9% | +73.6% | +34.1% |
| All | +215.2% | +184.6% | +30.6% | +116.3% |
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