-100.0%
SOXS vs PEGA
+184.6%
-284.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -4.2% |
| 7D | -4.7% | -3.0% | -1.7% | -7.6% |
| 30D | +7.7% | +15.9% | -8.2% | +22.8% |
| 3M | -10.2% | +10.8% | -21.0% | -9.8% |
| 6M | -99.2% | -16.5% | -82.7% | -99.4% |
| YTD | -99.5% | -39.0% | -60.5% | -99.8% |
| 1Y | -99.8% | -37.3% | -62.5% | -99.9% |
| 3Y | -100.0% | +59.2% | -159.2% | -100.0% |
| 5Y | -100.0% | -44.9% | -55.1% | -100.0% |
| All | -100.0% | +184.6% | -284.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling