+123.7%
XRT vs PEGA
+175.4%
-51.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.1% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | -5.6% | +9.6% | -15.3% | -8.1% |
| 3M | +2.5% | +2.3% | +0.2% | +0.9% |
| 6M | +3.7% | -23.9% | +27.6% | +9.5% |
| YTD | +1.0% | -39.8% | +40.7% | +12.4% |
| 1Y | -1.2% | -37.4% | +36.2% | +8.0% |
| 3Y | +43.4% | +53.1% | -9.8% | +10.8% |
| 5Y | -0.7% | -47.2% | +46.5% | +3.8% |
| 10Y | +123.7% | +174.3% | -50.7% | +48.5% |
| All | +123.7% | +175.4% | -51.7% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling