-80.8%
QID vs PEGA
-47.9%
-32.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | -1.3% |
| 7D | -2.7% | -2.4% | -0.3% | -3.6% |
| 30D | +1.8% | +9.6% | -7.8% | +5.6% |
| 3M | -2.2% | +2.3% | -4.5% | -1.0% |
| 6M | -32.1% | -23.9% | -8.2% | -38.5% |
| YTD | -28.6% | -39.8% | +11.2% | -40.7% |
| 1Y | -36.3% | -37.4% | +1.1% | -45.6% |
| 3Y | -74.4% | +53.1% | -127.5% | -61.7% |
| 5Y | -80.8% | -47.2% | -33.5% | -81.7% |
| All | -80.8% | -47.9% | -32.8% | -81.7% |
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