-100.0%
SQQQ vs PEGA
+184.6%
-284.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -1.5% |
| 7D | +1.8% | -3.0% | +4.8% | -0.5% |
| 30D | +4.2% | +15.9% | -11.7% | +17.1% |
| 3M | -3.3% | +10.8% | -14.1% | +4.1% |
| 6M | -43.6% | -16.5% | -27.1% | -50.9% |
| YTD | -41.9% | -39.0% | -2.9% | -60.5% |
| 1Y | -50.6% | -37.3% | -13.4% | -64.9% |
| 3Y | -89.3% | +59.2% | -148.5% | -76.6% |
| 5Y | -94.8% | -44.9% | -49.9% | -94.8% |
| All | -100.0% | +184.6% | -284.6% | -99.7% |
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