+14.6%
XYL vs PEGA
+55.9%
-41.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -2.0% |
| 7D | -5.0% | +3.3% | -8.3% | -5.3% |
| 30D | -13.2% | +17.7% | -31.0% | -14.6% |
| 3M | -3.7% | +5.8% | -9.5% | -4.5% |
| 6M | -17.7% | -20.3% | +2.6% | -16.4% |
| YTD | -21.5% | -37.1% | +15.6% | -18.7% |
| 1Y | -24.5% | -30.2% | +5.7% | -22.9% |
| All | +14.6% | +55.9% | -41.3% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling