+1,929.0%
XOM vs PEGA
+1,037.5%
+891.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +2.8% | +0.1% | +2.8% | +2.8% |
| 30D | -3.6% | -4.1% | +0.5% | -3.4% |
| 3M | +8.2% | -2.8% | +11.1% | +8.3% |
| 6M | +14.0% | -0.4% | +14.5% | +13.6% |
| YTD | +44.6% | -45.4% | +90.0% | +48.8% |
| 1Y | +47.8% | -42.6% | +90.4% | +51.5% |
| 3Y | +79.6% | +45.4% | +34.2% | +70.3% |
| 5Y | +214.3% | -44.6% | +258.9% | +211.7% |
| 10Y | +204.0% | +91.2% | +112.8% | +177.8% |
| All | +1,929.0% | +1,037.5% | +891.5% | +1,450.3% |
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 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