-100.0%
SPXS vs PEGA
+1,201.3%
-1,301.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +2.0% |
| 7D | -7.5% | +0.1% | -7.6% | -7.6% |
| 30D | +5.3% | -4.1% | +9.5% | +3.0% |
| 3M | +9.7% | -2.8% | +12.5% | +8.5% |
| 6M | -4.6% | -0.4% | -4.1% | -3.0% |
| YTD | -25.8% | -45.4% | +19.6% | -46.1% |
| 1Y | -28.8% | -42.6% | +13.8% | -46.3% |
| 3Y | -80.2% | +45.4% | -125.6% | -67.4% |
| 5Y | -83.2% | -44.6% | -38.6% | -80.6% |
| 10Y | -99.5% | +91.2% | -190.7% | -98.1% |
| All | -100.0% | +1,201.3% | -1,301.3% | -99.9% |
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