+34.2%
XPO vs PEGA
-46.7%
+81.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | +6.9% | -4.6% | +11.4% | +7.1% |
| 30D | +4.1% | -6.8% | +10.9% | +4.4% |
| 3M | -9.7% | +2.6% | -12.3% | -10.0% |
| 6M | -3.8% | -5.4% | +1.6% | -3.2% |
| YTD | +38.8% | -46.0% | +84.8% | +45.8% |
| 1Y | +34.2% | -45.6% | +79.8% | +40.8% |
| All | +34.2% | -46.7% | +81.0% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling