-14.9%
INFQ vs PEGA
-19.4%
+4.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -3.0% |
| 7D | +4.8% | -6.1% | +11.0% | +4.6% |
| 30D | +13.4% | +6.4% | +7.0% | +13.6% |
| 3M | -3.3% | +2.9% | -6.2% | -2.9% |
| 6M | +13.7% | -23.8% | +37.6% | +21.4% |
| All | -14.9% | -19.4% | +4.4% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling