+51.7%
XOP vs PEGA
+97.3%
-45.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +6.3% | +0.1% | +6.3% | +6.3% |
| 30D | -6.6% | -4.1% | -2.5% | -6.0% |
| 3M | +3.6% | -2.8% | +6.4% | +3.6% |
| 6M | +10.8% | -0.4% | +11.2% | +9.0% |
| YTD | +48.3% | -45.4% | +93.6% | +64.4% |
| 1Y | +42.9% | -42.6% | +85.6% | +56.2% |
| 3Y | +43.3% | +45.4% | -2.1% | +13.6% |
| 5Y | +94.0% | -44.6% | +138.6% | +103.7% |
| All | +51.7% | +97.3% | -45.7% | -4.3% |
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