+134.7%
XME vs PEGA
+54.5%
+80.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -0.1% | +3.3% | -3.4% | -0.5% |
| 30D | +6.0% | +17.7% | -11.8% | +4.0% |
| 3M | -7.7% | +5.8% | -13.5% | -8.5% |
| 6M | +1.0% | -20.3% | +21.2% | +3.5% |
| YTD | +14.6% | -37.1% | +51.8% | +21.3% |
| 1Y | +46.0% | -30.2% | +76.2% | +51.2% |
| All | +134.7% | +54.5% | +80.2% | +102.1% |
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