+1,249.5%
XPO vs PEGA
+97.3%
+1,152.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.8% |
| 7D | +9.0% | +0.1% | +8.9% | +8.8% |
| 30D | +4.2% | -4.1% | +8.3% | +5.3% |
| 3M | -8.7% | -2.8% | -5.8% | -8.6% |
| 6M | -2.8% | -0.4% | -2.3% | -5.1% |
| YTD | +41.9% | -45.4% | +87.3% | +67.7% |
| 1Y | +42.3% | -42.6% | +84.9% | +64.6% |
| 3Y | +127.3% | +45.4% | +81.9% | +61.9% |
| 5Y | +306.4% | -44.6% | +351.0% | +332.9% |
| All | +1,249.5% | +97.3% | +1,152.2% | +647.1% |
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