-77.2%
QID vs PEGA
-46.7%
-30.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.8% |
| 7D | +1.8% | -8.2% | +10.0% | -1.3% |
| 30D | +21.6% | -11.6% | +33.2% | +16.5% |
| 3M | +12.6% | -4.2% | +16.8% | +11.5% |
| 6M | +6.9% | -12.0% | +18.9% | +2.9% |
| YTD | -20.5% | -46.9% | +26.4% | -36.8% |
| 1Y | -18.1% | -47.0% | +28.9% | -34.5% |
| 3Y | -70.7% | +40.9% | -111.6% | -57.4% |
| 5Y | -77.2% | -45.4% | -31.9% | -76.9% |
| All | -77.2% | -46.7% | -30.5% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling