-83.2%
SPXS vs PEGA
-44.5%
-38.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.8% |
| 7D | -7.5% | +0.1% | -7.6% | -7.6% |
| 30D | +5.3% | -4.1% | +9.5% | +3.7% |
| 3M | +9.7% | -2.8% | +12.5% | +9.0% |
| 6M | -4.6% | -0.4% | -4.1% | -3.1% |
| YTD | -25.8% | -45.4% | +19.6% | -41.6% |
| 1Y | -28.8% | -42.6% | +13.8% | -42.3% |
| 3Y | -80.2% | +45.4% | -125.6% | -69.2% |
| All | -83.2% | -44.5% | -38.7% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling