-94.7%
SQQQ vs PEGA
-47.2%
-47.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +4.3% |
| 7D | +4.1% | -5.3% | +9.4% | +1.0% |
| 30D | +4.6% | +8.3% | -3.7% | +9.7% |
| 3M | -10.4% | +8.9% | -19.3% | -6.1% |
| 6M | -42.1% | -19.7% | -22.4% | -48.7% |
| YTD | -40.3% | -39.9% | -0.4% | -55.3% |
| 1Y | -50.2% | -36.4% | -13.8% | -60.5% |
| 3Y | -89.4% | +52.8% | -142.2% | -80.4% |
| 5Y | -94.7% | -45.7% | -49.0% | -94.4% |
| All | -94.7% | -47.2% | -47.5% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling