-100.0%
SOXS vs PEGA
+49.1%
-149.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -2.7% |
| 7D | -16.6% | -6.1% | -10.4% | -18.6% |
| 30D | -4.4% | +6.4% | -10.8% | -2.3% |
| 3M | -26.2% | +2.9% | -29.1% | -28.9% |
| 6M | -99.3% | -23.8% | -75.4% | -99.4% |
| YTD | -99.5% | -41.1% | -58.5% | -99.7% |
| 1Y | -99.8% | -38.2% | -61.6% | -99.8% |
| All | -100.0% | +49.1% | -149.1% | -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 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