+1,096.1%
XLY vs PEGA
+3,581.6%
-2,485.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | -3.9% | -5.3% | +1.4% | -3.2% |
| 30D | -6.1% | +8.3% | -14.4% | -7.1% |
| 3M | -1.2% | +8.9% | -10.1% | -2.6% |
| 6M | -1.8% | -19.7% | +18.0% | +0.2% |
| YTD | -5.9% | -39.9% | +34.0% | -1.0% |
| 1Y | -3.1% | -36.4% | +33.3% | +0.9% |
| 3Y | +36.0% | +52.8% | -16.8% | +24.0% |
| 5Y | +27.6% | -45.7% | +73.2% | +28.3% |
| 10Y | +216.8% | +178.5% | +38.3% | +168.2% |
| All | +1,096.1% | +3,581.6% | -2,485.6% | +654.9% |
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