-100.0%
SOXS vs PEGA
+314.0%
-414.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | -8.5% |
| 7D | -15.6% | -2.4% | -13.2% | -17.5% |
| 30D | +4.8% | +9.6% | -4.9% | +12.5% |
| 3M | -21.6% | +2.3% | -24.0% | -26.0% |
| 6M | -99.3% | -23.9% | -75.4% | -99.5% |
| YTD | -99.5% | -39.8% | -59.8% | -99.7% |
| 1Y | -99.8% | -37.4% | -62.4% | -99.9% |
| 3Y | -100.0% | +53.1% | -153.1% | -100.0% |
| 5Y | -100.0% | -47.2% | -52.8% | -100.0% |
| 10Y | -100.0% | +174.3% | -274.3% | -100.0% |
| All | -100.0% | +314.0% | -414.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling