-22.0%
QID vs PEGA
-44.4%
+22.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | +9.8% | -2.9% | +12.6% | +9.6% |
| 30D | +18.9% | -0.5% | +19.4% | +18.9% |
| 3M | +9.6% | +8.5% | +1.1% | +10.6% |
| 6M | -7.8% | -6.3% | -1.5% | -9.7% |
| YTD | -23.3% | -42.2% | +18.9% | -34.1% |
| 1Y | -22.0% | -43.4% | +21.4% | -35.0% |
| All | -22.0% | -44.4% | +22.4% | -35.0% |
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