+211.6%
XOM vs PEGA
-44.5%
+256.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | +2.8% | +0.1% | +2.8% | +2.8% |
| 30D | -3.6% | -4.1% | +0.5% | -3.6% |
| 3M | +8.2% | -2.8% | +11.1% | +8.2% |
| 6M | +14.0% | -0.4% | +14.5% | +13.9% |
| YTD | +44.6% | -45.4% | +90.0% | +47.1% |
| 1Y | +47.8% | -42.6% | +90.4% | +50.0% |
| 3Y | +79.6% | +45.4% | +34.2% | +70.8% |
| All | +211.6% | -44.5% | +256.1% | +200.1% |
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 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