-100.0%
QID vs PEGA
+2,352.9%
-2,452.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.8% |
| 7D | -0.6% | +3.3% | -3.9% | +0.9% |
| 30D | 0.0% | +17.7% | -17.7% | +8.4% |
| 3M | +3.7% | +5.8% | -2.1% | +7.2% |
| 6M | -29.9% | -20.3% | -9.6% | -36.2% |
| YTD | -28.8% | -37.1% | +8.4% | -41.6% |
| 1Y | -37.2% | -30.2% | -7.0% | -45.0% |
| 3Y | -73.7% | +48.1% | -121.8% | -60.6% |
| 5Y | -80.7% | -46.8% | -34.0% | -78.6% |
| 10Y | -99.1% | +191.3% | -290.4% | -97.0% |
| All | -100.0% | +2,352.9% | -2,452.9% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling