+1,168.3%
SPXL vs PEGA
+180.6%
+987.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -3.0% |
| 7D | -6.0% | -5.3% | -0.7% | -2.9% |
| 30D | -5.8% | +8.3% | -14.1% | -10.9% |
| 3M | +10.9% | +8.9% | +1.9% | +1.3% |
| 6M | +31.9% | -19.7% | +51.6% | +43.5% |
| YTD | +25.8% | -39.9% | +65.7% | +59.4% |
| 1Y | +39.8% | -36.4% | +76.1% | +67.4% |
| 3Y | +219.9% | +52.8% | +167.1% | +69.9% |
| 5Y | +141.1% | -45.7% | +186.7% | +191.4% |
| All | +1,168.3% | +180.6% | +987.7% | +487.5% |
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