-45.7%
PEGA vs SOXQ
+251.3%
-297.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.0% |
| 7D | -5.3% | +2.3% | -7.6% | -6.2% |
| 30D | +8.3% | -3.9% | +12.2% | +9.5% |
| 3M | +8.9% | -4.7% | +13.7% | +6.6% |
| 6M | -19.7% | +47.9% | -67.6% | -38.7% |
| YTD | -39.9% | +64.3% | -104.2% | -57.2% |
| 1Y | -36.4% | +95.7% | -132.1% | -59.3% |
| 3Y | +52.8% | +231.5% | -178.7% | -34.1% |
| 5Y | -45.7% | +255.0% | -300.7% | -77.7% |
| All | -45.7% | +251.3% | -297.0% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling