+497.9%
SOXL vs PEGA
+49.1%
+448.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.9% |
| 7D | +18.4% | -6.1% | +24.5% | +20.9% |
| 30D | -3.2% | +6.4% | -9.6% | -6.2% |
| 3M | -37.6% | +2.9% | -40.5% | -41.1% |
| 6M | +136.1% | -23.8% | +159.9% | +155.5% |
| YTD | +199.5% | -41.1% | +240.5% | +266.1% |
| 1Y | +363.2% | -38.2% | +401.5% | +444.5% |
| All | +497.9% | +49.1% | +448.8% | +326.2% |
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 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