+35.9%
XOP vs PEGA
+48.1%
-12.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.0% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | +16.5% | +9.6% | +6.9% | +15.6% |
| 3M | +15.7% | +2.3% | +13.4% | +15.3% |
| 6M | +19.2% | -23.9% | +43.1% | +21.8% |
| YTD | +55.0% | -39.8% | +94.7% | +62.3% |
| 1Y | +54.2% | -37.4% | +91.6% | +60.1% |
| 3Y | +35.9% | +53.1% | -17.3% | +21.8% |
| All | +35.9% | +48.1% | -12.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling