+152.6%
XRT vs PEGA
+99.2%
+53.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +4.7% |
| 7D | +2.5% | -10.0% | +12.5% | +5.3% |
| 30D | +10.3% | -12.7% | +23.0% | +14.1% |
| 3M | +2.4% | -4.6% | +7.0% | +3.1% |
| 6M | +10.0% | -13.1% | +23.1% | +12.3% |
| YTD | +9.5% | -47.6% | +57.1% | +26.2% |
| 1Y | +17.2% | -47.0% | +64.2% | +34.3% |
| 3Y | +62.0% | +42.0% | +20.0% | +26.3% |
| 5Y | -2.1% | -47.8% | +45.7% | +1.8% |
| 10Y | +152.6% | +92.0% | +60.6% | +82.3% |
| All | +152.6% | +99.2% | +53.4% | +82.3% |
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 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