+99.4%
XYL vs PEGA
+97.3%
+2.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -8.3% | -4.1% | -4.2% | -7.5% |
| 3M | -21.4% | -2.8% | -18.6% | -21.2% |
| 6M | -12.9% | -0.4% | -12.5% | -13.9% |
| YTD | -30.1% | -45.4% | +15.3% | -22.3% |
| 1Y | -35.2% | -42.6% | +7.5% | -28.8% |
| 3Y | -0.8% | +45.4% | -46.2% | -20.4% |
| 5Y | -23.2% | -44.6% | +21.4% | -20.5% |
| All | +99.4% | +97.3% | +2.1% | +36.9% |
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