+141.9%
XYL vs PEGA
+180.6%
-38.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | -1.2% | -5.3% | +4.1% | -0.2% |
| 30D | -13.2% | +8.3% | -21.5% | -14.8% |
| 3M | -0.2% | +8.9% | -9.1% | -2.8% |
| 6M | -12.5% | -19.7% | +7.2% | -9.7% |
| YTD | -20.9% | -39.9% | +19.0% | -13.7% |
| 1Y | -21.6% | -36.4% | +14.8% | -16.2% |
| 3Y | +16.1% | +52.8% | -36.7% | -7.1% |
| 5Y | -15.6% | -45.7% | +30.0% | -11.1% |
| All | +141.9% | +180.6% | -38.7% | +52.5% |
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 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