+185.0%
XME vs PEGA
-47.9%
+233.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.7% |
| 7D | +3.6% | -2.4% | +6.0% | +4.0% |
| 30D | +3.6% | +9.6% | -6.0% | +2.1% |
| 3M | +1.2% | +2.3% | -1.1% | +0.2% |
| 6M | +9.0% | -23.9% | +32.9% | +12.8% |
| YTD | +15.9% | -39.8% | +55.7% | +24.1% |
| 1Y | +43.2% | -37.4% | +80.6% | +51.6% |
| 3Y | +137.4% | +53.1% | +84.2% | +101.6% |
| 5Y | +185.0% | -47.2% | +232.3% | +191.4% |
| All | +185.0% | -47.9% | +233.0% | +191.4% |
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