+513.3%
XRT vs PEGA
+2,195.3%
-1,682.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | +0.8% | +3.3% | -2.5% | 0.0% |
| 30D | -4.2% | +17.7% | -21.9% | -8.3% |
| 3M | +5.1% | +5.8% | -0.7% | +2.5% |
| 6M | +2.4% | -20.3% | +22.7% | +6.7% |
| YTD | +3.2% | -37.1% | +40.3% | +13.0% |
| 1Y | +1.5% | -30.2% | +31.7% | +7.5% |
| 3Y | +40.6% | +48.1% | -7.5% | +13.6% |
| 5Y | -1.0% | -46.8% | +45.8% | +0.6% |
| 10Y | +128.4% | +191.3% | -62.9% | +43.3% |
| All | +513.3% | +2,195.3% | -1,682.0% | +70.4% |
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