-80.2%
SPXS vs PEGA
+46.3%
-126.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.7% |
| 7D | -7.5% | +0.1% | -7.6% | -7.6% |
| 30D | +5.3% | -4.1% | +9.5% | +4.2% |
| 3M | +9.7% | -2.8% | +12.5% | +9.3% |
| 6M | -4.6% | -0.4% | -4.1% | -3.4% |
| YTD | -25.8% | -45.4% | +19.6% | -38.1% |
| 1Y | -28.8% | -42.6% | +13.8% | -39.2% |
| 3Y | -80.2% | +45.4% | -125.6% | -74.2% |
| All | -80.2% | +46.3% | -126.5% | -74.2% |
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