+53.4%
XOM vs PEGA
+48.1%
+5.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.7% |
| 7D | -2.4% | -2.4% | 0.0% | -2.4% |
| 30D | +5.7% | +9.6% | -4.0% | +5.7% |
| 3M | +6.6% | +2.3% | +4.2% | +6.6% |
| 6M | +7.7% | -23.9% | +31.6% | +8.0% |
| YTD | +36.2% | -39.8% | +75.9% | +37.8% |
| 1Y | +50.5% | -37.4% | +87.9% | +51.9% |
| 3Y | +53.4% | +53.1% | +0.2% | +43.3% |
| All | +53.4% | +48.1% | +5.3% | +43.3% |
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