+162.4%
XOP vs PEGA
-47.9%
+210.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.1% |
| 7D | +0.6% | -2.4% | +3.0% | +0.9% |
| 30D | +16.5% | +9.6% | +6.9% | +15.2% |
| 3M | +15.7% | +2.3% | +13.4% | +14.9% |
| 6M | +19.2% | -23.9% | +43.1% | +22.3% |
| YTD | +55.0% | -39.8% | +94.7% | +63.2% |
| 1Y | +54.2% | -37.4% | +91.6% | +60.9% |
| 3Y | +35.9% | +53.1% | -17.3% | +19.8% |
| 5Y | +162.4% | -47.2% | +209.7% | +208.3% |
| All | +162.4% | -47.9% | +210.4% | +208.3% |
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 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