+357.4%
SOXL vs PEGA
-30.0%
+387.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.8% | +9.6% |
| 7D | +5.3% | +3.3% | +2.0% | +6.2% |
| 30D | -11.2% | +17.7% | -28.9% | -7.2% |
| 3M | -55.4% | +5.8% | -61.2% | -51.1% |
| 6M | +107.1% | -20.3% | +127.4% | +133.1% |
| YTD | +179.0% | -37.1% | +216.2% | +236.8% |
| 1Y | +357.4% | -30.2% | +387.6% | +433.2% |
| All | +357.4% | -30.0% | +387.4% | +433.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling