-100.0%
SPXU vs PEGA
+518.6%
-618.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | -0.7% |
| 7D | -1.5% | -2.4% | +0.9% | -2.7% |
| 30D | +3.7% | +9.6% | -5.9% | +9.7% |
| 3M | -9.6% | +2.3% | -11.9% | -7.4% |
| 6M | -32.4% | -23.9% | -8.5% | -41.0% |
| YTD | -28.7% | -39.8% | +11.1% | -45.1% |
| 1Y | -38.2% | -37.4% | -0.8% | -50.5% |
| 3Y | -80.4% | +53.1% | -133.6% | -67.0% |
| 5Y | -86.0% | -47.2% | -38.8% | -84.5% |
| 10Y | -99.5% | +174.3% | -273.9% | -97.9% |
| All | -100.0% | +518.6% | -618.6% | -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