+436.9%
XME vs PEGA
+170.9%
+266.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.2% |
| 7D | -0.2% | -6.1% | +5.9% | +1.1% |
| 30D | +1.4% | +6.4% | -5.0% | -0.2% |
| 3M | +2.7% | +2.9% | -0.2% | +0.9% |
| 6M | +6.5% | -23.8% | +30.3% | +11.4% |
| YTD | +15.2% | -41.1% | +56.2% | +26.8% |
| 1Y | +43.5% | -38.2% | +81.7% | +55.1% |
| 3Y | +135.9% | +49.8% | +86.0% | +87.5% |
| 5Y | +181.5% | -48.0% | +229.5% | +198.6% |
| 10Y | +436.9% | +173.1% | +263.7% | +177.9% |
| All | +436.9% | +170.9% | +266.0% | +177.9% |
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 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