-31.5%
XYL vs PEGA
-44.4%
+12.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +4.9% | +5.0% |
| 7D | +14.5% | -2.9% | +17.4% | +14.8% |
| 30D | -1.3% | -0.5% | -0.8% | -1.2% |
| 3M | -17.0% | +8.5% | -25.5% | -17.3% |
| 6M | -11.3% | -6.3% | -5.1% | -11.5% |
| YTD | -25.0% | -42.2% | +17.2% | -24.7% |
| 1Y | -31.5% | -43.4% | +11.9% | -30.5% |
| All | -31.5% | -44.4% | +12.9% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling