+257.2%
XOM vs PEGA
-45.0%
+302.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +4.1% | -3.0% | +7.1% | +4.2% |
| 30D | +4.6% | +15.9% | -11.3% | +4.2% |
| 3M | +14.0% | +10.8% | +3.1% | +13.6% |
| 6M | +11.0% | -16.5% | +27.5% | +11.4% |
| YTD | +40.7% | -39.0% | +79.7% | +43.0% |
| 1Y | +52.3% | -37.3% | +89.6% | +54.4% |
| 3Y | +60.5% | +59.2% | +1.3% | +52.1% |
| All | +257.2% | -45.0% | +302.2% | +268.7% |
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