-53.5%
SQQQ vs PEGA
-30.0%
-23.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.5% |
| 7D | -0.9% | +3.3% | -4.2% | -0.5% |
| 30D | -0.3% | +17.7% | -18.0% | +2.1% |
| 3M | +2.7% | +5.8% | -3.1% | +1.7% |
| 6M | -43.8% | -20.3% | -23.6% | -47.7% |
| YTD | -42.9% | -37.1% | -5.8% | -50.7% |
| 1Y | -53.5% | -30.2% | -23.3% | -57.8% |
| All | -53.5% | -30.0% | -23.5% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling