-100.0%
SOXS vs PEGA
-47.2%
-52.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.0% | +6.1% | +9.3% |
| 7D | -9.4% | -5.3% | -4.1% | -12.6% |
| 30D | +6.2% | +8.3% | -2.1% | +10.9% |
| 3M | -28.0% | +8.9% | -37.0% | -28.6% |
| 6M | -99.2% | -19.7% | -79.5% | -99.4% |
| YTD | -99.5% | -39.9% | -59.6% | -99.7% |
| 1Y | -99.7% | -36.4% | -63.4% | -99.8% |
| 3Y | -100.0% | +52.8% | -152.8% | -100.0% |
| 5Y | -100.0% | -45.7% | -54.3% | -100.0% |
| All | -100.0% | -47.2% | -52.8% | -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 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