+11,066.6%
XPO vs PEGA
+1,998.1%
+9,068.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.4% | +4.7% |
| 7D | +2.4% | +3.3% | -0.9% | +1.6% |
| 30D | -3.5% | +17.7% | -21.3% | -7.5% |
| 3M | -11.9% | +5.8% | -17.7% | -14.0% |
| 6M | -10.0% | -20.3% | +10.3% | -6.6% |
| YTD | +42.1% | -37.1% | +79.2% | +54.4% |
| 1Y | +47.6% | -30.2% | +77.8% | +55.2% |
| 3Y | +153.6% | +48.1% | +105.5% | +112.0% |
| 5Y | +266.5% | -46.8% | +313.3% | +273.6% |
| 10Y | +1,460.4% | +191.3% | +1,269.1% | +1,054.6% |
| All | +11,066.6% | +1,998.1% | +9,068.4% | +5,962.8% |
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 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