-86.1%
SPXS vs PEGA
-47.1%
-39.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | -0.1% |
| 7D | -1.5% | -2.4% | +0.9% | -2.5% |
| 30D | +3.7% | +9.6% | -6.0% | +8.2% |
| 3M | -9.6% | +2.3% | -11.9% | -7.9% |
| 6M | -32.4% | -23.9% | -8.5% | -39.1% |
| YTD | -28.7% | -39.8% | +11.1% | -41.8% |
| 1Y | -38.1% | -37.4% | -0.7% | -47.8% |
| 3Y | -80.1% | +53.1% | -133.3% | -68.5% |
| All | -86.1% | -47.1% | -39.0% | -86.5% |
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