+107.5%
SOXX vs PEGA
-36.0%
+143.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +2.0% |
| 7D | +1.4% | -3.0% | +4.4% | +1.1% |
| 30D | -3.6% | +15.9% | -19.5% | -2.2% |
| 3M | -10.2% | +10.8% | -21.0% | -7.9% |
| 6M | +54.2% | -16.5% | +70.7% | +59.3% |
| YTD | +75.2% | -39.0% | +114.2% | +86.2% |
| 1Y | +107.5% | -37.3% | +144.8% | +122.2% |
| All | +107.5% | -36.0% | +143.5% | +122.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling