+2,876.9%
TQQQ vs PEGA
+184.6%
+2,692.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.4% |
| 7D | -1.9% | -3.0% | +1.1% | +0.2% |
| 30D | -4.9% | +15.9% | -20.7% | -15.7% |
| 3M | -6.4% | +10.8% | -17.3% | -18.8% |
| 6M | +44.4% | -16.5% | +60.9% | +53.1% |
| YTD | +35.2% | -39.0% | +74.2% | +77.0% |
| 1Y | +49.5% | -37.3% | +86.8% | +86.6% |
| 3Y | +250.7% | +59.2% | +191.5% | +48.1% |
| 5Y | +104.7% | -44.9% | +149.6% | +160.5% |
| All | +2,876.9% | +184.6% | +2,692.3% | +1,292.2% |
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