+103.2%
XYL vs PEGA
+94.5%
+8.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -5.9% | -8.6% | +2.8% | -4.1% |
| 30D | -7.3% | -10.1% | +2.8% | -5.2% |
| 3M | -22.5% | -4.7% | -17.7% | -22.0% |
| 6M | -14.4% | -8.0% | -6.5% | -13.9% |
| YTD | -29.4% | -47.1% | +17.8% | -20.9% |
| 1Y | -35.6% | -47.5% | +11.9% | -27.9% |
| 3Y | +0.3% | +40.2% | -40.0% | -18.9% |
| 5Y | -22.3% | -45.7% | +23.4% | -19.3% |
| 10Y | +103.2% | +85.1% | +18.2% | +41.3% |
| All | +103.2% | +94.5% | +8.8% | +41.3% |
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