-100.0%
SQQQ vs PEGA
+327.3%
-427.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | -2.6% |
| 7D | -4.2% | -2.4% | -1.8% | -5.7% |
| 30D | +2.4% | +9.6% | -7.2% | +9.6% |
| 3M | -5.7% | +2.3% | -8.0% | -4.2% |
| 6M | -46.6% | -23.9% | -22.7% | -55.6% |
| YTD | -42.7% | -39.8% | -3.0% | -59.2% |
| 1Y | -52.6% | -37.4% | -15.2% | -64.5% |
| 3Y | -89.8% | +53.1% | -143.0% | -80.6% |
| 5Y | -94.7% | -47.2% | -47.5% | -93.4% |
| 10Y | -100.0% | +174.3% | -274.3% | -99.8% |
| All | -100.0% | +327.3% | -427.3% | -100.0% |
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