+56.9%
PEGA vs SOXQ
+227.1%
-170.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.6% |
| 7D | -5.3% | +2.3% | -7.6% | -5.9% |
| 30D | +8.3% | -3.9% | +12.2% | +9.0% |
| 3M | +8.9% | -4.7% | +13.7% | +7.1% |
| 6M | -19.7% | +47.9% | -67.6% | -34.5% |
| YTD | -39.9% | +64.3% | -104.2% | -53.7% |
| 1Y | -36.4% | +95.7% | -132.1% | -55.2% |
| All | +56.9% | +227.1% | -170.2% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling