+1,220.0%
XPO vs PEGA
+94.9%
+1,125.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.9% |
| 7D | +6.9% | -4.6% | +11.4% | +8.4% |
| 30D | +4.1% | -6.8% | +10.9% | +6.2% |
| 3M | -9.7% | +2.6% | -12.3% | -11.5% |
| 6M | -3.8% | -5.4% | +1.6% | -4.5% |
| YTD | +38.8% | -46.0% | +84.8% | +64.7% |
| 1Y | +34.2% | -45.6% | +79.8% | +58.5% |
| 3Y | +126.9% | +43.2% | +83.8% | +62.6% |
| 5Y | +297.5% | -45.3% | +342.8% | +325.2% |
| All | +1,220.0% | +94.9% | +1,125.0% | +633.7% |
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