+196.5%
SOXL vs PEGA
+46.3%
+150.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.2% | -12.2% | -11.4% |
| 7D | +26.9% | +0.1% | +26.8% | +26.4% |
| 30D | -47.2% | -4.1% | -43.1% | -46.9% |
| 3M | -59.9% | -2.8% | -57.0% | -60.5% |
| 6M | -68.3% | -0.4% | -67.9% | -70.5% |
| YTD | +38.8% | -45.4% | +84.2% | +70.4% |
| 1Y | +48.8% | -42.6% | +91.4% | +78.0% |
| 3Y | +196.5% | +45.4% | +151.1% | +116.0% |
| All | +196.5% | +46.3% | +150.2% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling