+1,796.8%
XOM vs PEGA
+1,209.2%
+587.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +1.8% | +3.3% | -1.5% | +1.6% |
| 30D | +5.9% | +17.7% | -11.9% | +4.7% |
| 3M | +5.6% | +5.8% | -0.2% | +4.9% |
| 6M | +7.9% | -20.3% | +28.1% | +8.9% |
| YTD | +35.2% | -37.1% | +72.3% | +38.0% |
| 1Y | +46.0% | -30.2% | +76.2% | +47.8% |
| 3Y | +55.0% | +48.1% | +6.9% | +47.0% |
| 5Y | +246.3% | -46.8% | +293.1% | +244.9% |
| 10Y | +181.0% | +191.3% | -10.3% | +150.8% |
| All | +1,796.8% | +1,209.2% | +587.5% | +1,338.4% |
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