+180.9%
XME vs PEGA
+1,814.2%
-1,633.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +6.6% |
| 7D | +0.9% | -10.0% | +10.9% | +3.8% |
| 30D | -7.3% | -12.7% | +5.4% | -4.1% |
| 3M | -14.8% | -4.6% | -10.2% | -14.5% |
| 6M | -18.4% | -13.1% | -5.3% | -17.3% |
| YTD | -4.7% | -47.6% | +42.9% | +9.6% |
| 1Y | +5.7% | -47.0% | +52.7% | +21.0% |
| 3Y | +104.0% | +42.0% | +62.0% | +57.8% |
| 5Y | +122.4% | -47.8% | +170.3% | +121.5% |
| 10Y | +285.4% | +92.0% | +193.4% | +130.4% |
| All | +180.9% | +1,814.2% | -1,633.4% | -48.1% |
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 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