+162.3%
SOXL vs PEGA
-45.0%
+207.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.4% |
| 7D | +3.9% | -3.0% | +6.9% | +5.4% |
| 30D | -14.3% | +15.9% | -30.2% | -22.7% |
| 3M | -45.6% | +10.8% | -56.5% | -53.7% |
| 6M | +117.2% | -16.5% | +133.7% | +118.4% |
| YTD | +189.8% | -39.0% | +228.9% | +249.9% |
| 1Y | +317.7% | -37.3% | +355.0% | +387.1% |
| 3Y | +478.6% | +59.2% | +419.5% | +180.7% |
| All | +162.3% | -45.0% | +207.3% | +345.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling