+10,805.8%
XPO vs PEGA
+1,701.0%
+9,104.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | +6.9% | -4.6% | +11.4% | +7.9% |
| 30D | +4.1% | -6.8% | +10.9% | +5.6% |
| 3M | -9.7% | +2.6% | -12.3% | -10.9% |
| 6M | -3.8% | -5.4% | +1.6% | -4.1% |
| YTD | +38.8% | -46.0% | +84.8% | +55.7% |
| 1Y | +34.2% | -45.6% | +79.8% | +50.1% |
| 3Y | +126.9% | +43.2% | +83.8% | +90.2% |
| 5Y | +297.5% | -45.3% | +342.8% | +301.1% |
| 10Y | +1,260.5% | +88.9% | +1,171.6% | +986.0% |
| All | +10,805.8% | +1,701.0% | +9,104.8% | +6,013.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling