+2,502.1%
SOXX vs PEGA
+4,502.0%
-1,999.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.2% |
| 7D | +3.0% | -5.3% | +8.3% | +4.3% |
| 30D | -3.1% | +8.3% | -11.4% | -5.4% |
| 3M | -4.4% | +8.9% | -13.3% | -8.2% |
| 6M | +52.9% | -19.7% | +72.6% | +57.1% |
| YTD | +72.0% | -39.9% | +111.9% | +87.7% |
| 1Y | +105.1% | -36.4% | +141.5% | +119.3% |
| 3Y | +220.6% | +52.8% | +167.8% | +159.2% |
| 5Y | +244.8% | -45.7% | +290.5% | +246.6% |
| 10Y | +1,537.1% | +178.5% | +1,358.6% | +1,022.3% |
| All | +2,502.1% | +4,502.0% | -1,999.9% | +755.6% |
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