+8,110.7%
SPXL vs PEGA
+951.8%
+7,158.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -2.2% |
| 7D | +9.6% | -4.6% | +14.1% | +12.2% |
| 30D | -9.8% | -6.8% | -3.0% | -6.7% |
| 3M | -9.1% | +2.6% | -11.6% | -12.0% |
| 6M | +1.1% | -5.4% | +6.5% | -1.0% |
| YTD | +22.3% | -46.0% | +68.4% | +59.8% |
| 1Y | +20.3% | -45.6% | +65.9% | +56.1% |
| 3Y | +229.0% | +43.2% | +185.8% | +100.0% |
| 5Y | +103.6% | -45.3% | +148.8% | +113.7% |
| 10Y | +1,127.6% | +88.9% | +1,038.7% | +592.8% |
| All | +8,110.7% | +951.8% | +7,158.9% | +737.8% |
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