-99.2%
QID vs PEGA
+170.9%
-270.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | -0.6% |
| 7D | -1.9% | -6.1% | +4.2% | -5.0% |
| 30D | +1.7% | +6.4% | -4.7% | +5.3% |
| 3M | -3.9% | +2.9% | -6.8% | -2.1% |
| 6M | -30.0% | -23.8% | -6.2% | -38.7% |
| YTD | -28.2% | -41.1% | +12.8% | -44.9% |
| 1Y | -35.6% | -38.2% | +2.6% | -48.5% |
| 3Y | -74.3% | +49.8% | -124.1% | -57.9% |
| 5Y | -80.8% | -48.0% | -32.8% | -82.2% |
| 10Y | -99.2% | +173.1% | -272.3% | -97.1% |
| All | -99.2% | +170.9% | -270.0% | -97.1% |
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