+166.0%
XPO vs PEGA
+48.1%
+118.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.8% |
| 7D | +2.7% | -2.4% | +5.1% | +3.1% |
| 30D | -6.2% | +9.6% | -15.8% | -8.1% |
| 3M | -15.4% | +2.3% | -17.7% | -16.3% |
| 6M | +0.7% | -23.9% | +24.6% | +5.5% |
| YTD | +39.8% | -39.8% | +79.6% | +53.5% |
| 1Y | +43.3% | -37.4% | +80.7% | +54.7% |
| 3Y | +166.0% | +53.1% | +112.9% | +136.3% |
| All | +166.0% | +48.1% | +118.0% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling