+1,516.8%
XPO vs PEGA
+170.9%
+1,345.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.3% |
| 7D | -0.9% | -6.1% | +5.2% | +1.2% |
| 30D | -8.1% | +6.4% | -14.5% | -10.5% |
| 3M | -19.0% | +2.9% | -22.0% | -21.2% |
| 6M | -5.2% | -23.8% | +18.7% | +1.8% |
| YTD | +35.6% | -41.1% | +76.6% | +57.1% |
| 1Y | +41.1% | -38.2% | +79.3% | +58.7% |
| 3Y | +157.9% | +49.8% | +108.1% | +83.8% |
| 5Y | +265.6% | -48.0% | +313.6% | +311.0% |
| 10Y | +1,516.8% | +173.1% | +1,343.7% | +595.5% |
| All | +1,516.8% | +170.9% | +1,345.9% | +595.5% |
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