-79.8%
SPXU vs PEGA
+49.1%
-128.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +0.7% |
| 7D | +1.3% | -6.1% | +7.4% | -0.6% |
| 30D | +5.1% | +6.4% | -1.3% | +7.5% |
| 3M | -9.1% | +2.9% | -12.0% | -7.7% |
| 6M | -29.6% | -23.8% | -5.7% | -34.9% |
| YTD | -27.7% | -41.1% | +13.4% | -38.6% |
| 1Y | -37.0% | -38.2% | +1.3% | -44.9% |
| All | -79.8% | +49.1% | -128.9% | -73.6% |
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