-99.5%
SPXS vs PEGA
+184.6%
-284.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -1.5% |
| 7D | +2.5% | -3.0% | +5.5% | +0.7% |
| 30D | +4.2% | +15.9% | -11.7% | +14.5% |
| 3M | -9.3% | +10.8% | -20.2% | -2.5% |
| 6M | -30.7% | -16.5% | -14.2% | -36.9% |
| YTD | -28.1% | -39.0% | +11.0% | -46.1% |
| 1Y | -35.1% | -37.3% | +2.2% | -49.6% |
| 3Y | -79.6% | +59.2% | -138.7% | -61.6% |
| 5Y | -86.3% | -44.9% | -41.4% | -87.3% |
| All | -99.5% | +184.6% | -284.2% | -97.7% |
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