+10,783.8%
XPO vs PEGA
+1,672.3%
+9,111.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -1.5% | -8.2% | +6.7% | +0.4% |
| 30D | +2.6% | -11.6% | +14.1% | +5.3% |
| 3M | -6.1% | -4.2% | -2.0% | -5.9% |
| 6M | -8.0% | -12.0% | +4.0% | -6.7% |
| YTD | +38.5% | -46.9% | +85.4% | +56.0% |
| 1Y | +35.0% | -47.0% | +82.0% | +51.9% |
| 3Y | +126.5% | +40.9% | +85.6% | +90.6% |
| 5Y | +315.4% | -45.4% | +360.8% | +319.5% |
| 10Y | +1,272.1% | +95.9% | +1,176.2% | +990.5% |
| All | +10,783.8% | +1,672.3% | +9,111.5% | +6,025.0% |
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