+230.5%
SPXL vs PEGA
+48.1%
+182.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -0.4% |
| 7D | +1.5% | -2.4% | +3.9% | +2.2% |
| 30D | -3.7% | +9.6% | -13.3% | -6.6% |
| 3M | +8.1% | +2.3% | +5.8% | +6.1% |
| 6M | +39.0% | -23.9% | +62.9% | +49.8% |
| YTD | +29.9% | -39.8% | +69.7% | +50.6% |
| 1Y | +46.6% | -37.4% | +84.0% | +66.2% |
| 3Y | +230.5% | +53.1% | +177.4% | +180.3% |
| All | +230.5% | +48.1% | +182.5% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling