+528.0%
XRT vs PEGA
+1,892.3%
-1,364.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.8% |
| 7D | +0.9% | -4.5% | +5.4% | +2.1% |
| 30D | +7.9% | -5.7% | +13.6% | +9.4% |
| 3M | -0.2% | +2.7% | -2.8% | -1.3% |
| 6M | +5.6% | -10.5% | +16.1% | +7.0% |
| YTD | +5.7% | -45.4% | +51.1% | +19.7% |
| 1Y | +14.6% | -44.7% | +59.3% | +29.1% |
| 3Y | +50.7% | +45.7% | +5.0% | +21.7% |
| 5Y | -4.8% | -45.3% | +40.4% | -4.4% |
| 10Y | +152.6% | +102.6% | +50.1% | +74.0% |
| All | +528.0% | +1,892.3% | -1,364.3% | +80.4% |
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