-99.5%
SPXU vs PEGA
+180.6%
-280.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +3.0% |
| 7D | +6.4% | -5.3% | +11.7% | +3.0% |
| 30D | +5.9% | +8.3% | -2.3% | +11.7% |
| 3M | -11.7% | +8.9% | -20.6% | -6.1% |
| 6M | -28.7% | -19.7% | -9.0% | -36.7% |
| YTD | -26.4% | -39.9% | +13.5% | -45.3% |
| 1Y | -35.2% | -36.4% | +1.2% | -49.1% |
| 3Y | -79.8% | +52.8% | -132.6% | -63.3% |
| 5Y | -86.1% | -45.7% | -40.4% | -87.1% |
| All | -99.5% | +180.6% | -280.1% | -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