-99.1%
QID vs PEGA
+94.9%
-194.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +1.6% |
| 7D | -11.8% | -4.6% | -7.2% | -14.0% |
| 30D | +14.2% | -6.8% | +21.0% | +10.3% |
| 3M | +8.8% | +2.6% | +6.2% | +10.8% |
| 6M | +1.5% | -5.4% | +6.9% | -0.4% |
| YTD | -23.8% | -46.0% | +22.3% | -44.3% |
| 1Y | -22.0% | -45.6% | +23.6% | -42.3% |
| 3Y | -71.9% | +43.2% | -115.0% | -54.6% |
| 5Y | -77.6% | -45.3% | -32.3% | -78.2% |
| All | -99.1% | +94.9% | -194.0% | -97.0% |
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 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