+122.4%
XME vs PEGA
-47.0%
+169.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +6.0% |
| 7D | +0.9% | -10.0% | +10.9% | +2.4% |
| 30D | -7.3% | -12.7% | +5.4% | -5.7% |
| 3M | -14.8% | -4.6% | -10.2% | -14.6% |
| 6M | -18.4% | -13.1% | -5.3% | -17.6% |
| YTD | -4.7% | -47.6% | +42.9% | +3.7% |
| 1Y | +5.7% | -47.0% | +52.7% | +14.8% |
| 3Y | +104.0% | +42.0% | +62.0% | +74.1% |
| 5Y | +122.4% | -47.8% | +170.3% | +123.5% |
| All | +122.4% | -47.0% | +169.4% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling