-4.7%
XRT vs PEGA
-45.3%
+40.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.0% |
| 7D | +0.9% | -4.5% | +5.4% | +1.9% |
| 30D | +7.9% | -5.7% | +13.6% | +9.2% |
| 3M | -0.2% | +2.6% | -2.7% | -1.1% |
| 6M | +5.6% | -10.6% | +16.2% | +6.9% |
| YTD | +5.7% | -45.5% | +51.2% | +18.2% |
| 1Y | +14.6% | -44.8% | +59.4% | +27.6% |
| 3Y | +50.7% | +45.5% | +5.1% | +20.4% |
| All | -4.7% | -45.3% | +40.6% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling