+1,631.1%
QLD vs PEGA
+191.4%
+1,439.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +0.6% | +3.3% | -2.7% | -1.1% |
| 30D | -0.1% | +17.7% | -17.9% | -8.7% |
| 3M | -8.4% | +5.8% | -14.2% | -13.7% |
| 6M | +32.2% | -20.3% | +52.5% | +42.4% |
| YTD | +28.9% | -37.1% | +66.0% | +54.3% |
| 1Y | +43.8% | -30.2% | +74.0% | +59.4% |
| 3Y | +176.6% | +48.1% | +128.5% | +65.6% |
| 5Y | +121.6% | -46.8% | +168.4% | +166.3% |
| All | +1,631.1% | +191.4% | +1,439.7% | +713.0% |
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