+52.6%
XOM vs PEGA
-44.4%
+97.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -7.0% | -2.9% | -4.1% | -7.3% |
| 30D | +3.2% | -0.5% | +3.7% | +3.3% |
| 3M | +10.7% | +8.5% | +2.2% | +12.0% |
| 6M | +11.6% | -6.3% | +17.9% | +11.2% |
| YTD | +43.5% | -42.2% | +85.7% | +35.4% |
| 1Y | +52.6% | -43.4% | +96.0% | +45.5% |
| All | +52.6% | -44.4% | +97.0% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling