+35,000.4%
TQQQ vs PEGA
+327.3%
+34,673.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +2.6% |
| 7D | +4.4% | -2.4% | +6.8% | +6.0% |
| 30D | -3.1% | +9.6% | -12.7% | -9.9% |
| 3M | -5.2% | +2.3% | -7.5% | -11.5% |
| 6M | +52.4% | -23.9% | +76.3% | +71.5% |
| YTD | +37.4% | -39.8% | +77.2% | +76.4% |
| 1Y | +56.0% | -37.4% | +93.4% | +90.9% |
| 3Y | +268.7% | +53.1% | +215.6% | +94.6% |
| 5Y | +101.2% | -47.2% | +148.5% | +139.3% |
| 10Y | +2,840.4% | +174.3% | +2,666.0% | +1,335.8% |
| All | +35,000.4% | +327.3% | +34,673.1% | +12,436.7% |
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 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