+1,537.1%
SOXX vs PEGA
+184.6%
+1,352.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | +1.4% | -3.0% | +4.4% | +2.2% |
| 30D | -3.6% | +15.9% | -19.5% | -8.2% |
| 3M | -10.2% | +10.8% | -21.0% | -15.1% |
| 6M | +54.2% | -16.5% | +70.7% | +58.3% |
| YTD | +75.2% | -39.0% | +114.2% | +97.0% |
| 1Y | +107.5% | -37.3% | +144.8% | +128.9% |
| 3Y | +226.8% | +59.2% | +167.6% | +128.5% |
| 5Y | +251.2% | -44.9% | +296.1% | +278.3% |
| All | +1,537.1% | +184.6% | +1,352.5% | +863.0% |
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