-44.0%
PEGA vs SOXQ
+286.7%
-330.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.8% |
| 7D | -3.0% | +0.8% | -3.8% | -3.3% |
| 30D | +15.9% | -4.6% | +20.5% | +17.6% |
| 3M | +10.8% | -10.2% | +21.0% | +11.9% |
| 6M | -16.5% | +49.7% | -66.2% | -36.2% |
| YTD | -39.0% | +67.2% | -106.3% | -56.7% |
| 1Y | -37.3% | +98.0% | -135.3% | -59.8% |
| 3Y | +59.2% | +237.2% | -178.0% | -30.8% |
| 5Y | -44.9% | +261.3% | -306.2% | -77.0% |
| All | -44.0% | +286.7% | -330.7% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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