+49.5%
TQQQ vs PEGA
-36.0%
+85.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | -1.9% | -3.0% | +1.1% | -1.5% |
| 30D | -4.9% | +15.9% | -20.7% | -6.8% |
| 3M | -6.4% | +10.8% | -17.3% | -7.5% |
| 6M | +44.4% | -16.5% | +60.9% | +52.3% |
| YTD | +35.2% | -39.0% | +74.2% | +57.2% |
| 1Y | +49.5% | -37.3% | +86.8% | +74.3% |
| All | +49.5% | -36.0% | +85.5% | +74.3% |
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