-16.9%
INFQ vs PEGA
-17.8%
+0.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.2% | -2.2% |
| 7D | +2.4% | -5.3% | +7.7% | +2.2% |
| 30D | +9.6% | +8.3% | +1.4% | +9.9% |
| 3M | -4.6% | +8.9% | -13.5% | -4.6% |
| 6M | +6.7% | -19.7% | +26.4% | +13.0% |
| All | -16.9% | -17.8% | +0.9% | -12.2% |
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