+555.9%
XYZ vs PEGA
+123.8%
+432.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.2% | -8.6% | +6.5% | +3.0% |
| 30D | +11.6% | -10.1% | +21.7% | +18.2% |
| 3M | +8.4% | -4.7% | +13.2% | +9.9% |
| 6M | +17.2% | -8.0% | +25.1% | +18.8% |
| YTD | +31.7% | -47.1% | +78.8% | +82.1% |
| 1Y | +30.1% | -47.5% | +77.5% | +79.3% |
| 3Y | +66.4% | +40.2% | +26.2% | -4.4% |
| 5Y | -62.2% | -45.7% | -16.4% | -56.4% |
| 10Y | +621.5% | +85.1% | +536.5% | +362.3% |
| All | +555.9% | +123.8% | +432.0% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling