+76.5%
XOP vs PEGA
-47.0%
+123.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.6% |
| 7D | -10.0% | -10.0% | -0.1% | -9.0% |
| 30D | -9.1% | -12.7% | +3.6% | -7.9% |
| 3M | +5.1% | -4.6% | +9.7% | +5.3% |
| 6M | +6.4% | -13.1% | +19.5% | +7.3% |
| YTD | +39.7% | -47.6% | +87.3% | +49.0% |
| 1Y | +37.2% | -47.0% | +84.3% | +46.0% |
| 3Y | +37.6% | +42.0% | -4.4% | +22.1% |
| 5Y | +76.5% | -47.8% | +124.3% | +97.2% |
| All | +76.5% | -47.0% | +123.5% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling