+56.2%
XOP vs PEGA
+170.9%
-114.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.0% |
| 7D | +1.0% | -6.1% | +7.1% | +2.3% |
| 30D | +10.8% | +6.4% | +4.5% | +9.2% |
| 3M | +19.5% | +2.9% | +16.5% | +17.5% |
| 6M | +21.6% | -23.8% | +45.4% | +26.8% |
| YTD | +55.8% | -41.1% | +96.9% | +70.6% |
| 1Y | +54.6% | -38.2% | +92.9% | +66.2% |
| 3Y | +36.6% | +49.8% | -13.2% | +8.4% |
| 5Y | +160.6% | -48.0% | +208.7% | +185.3% |
| 10Y | +56.2% | +173.1% | -116.9% | -8.3% |
| All | +56.2% | +170.9% | -114.6% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling