+1,542.6%
QLD vs PEGA
+94.9%
+1,447.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.7% |
| 7D | +12.5% | -4.6% | +17.1% | +14.9% |
| 30D | -15.7% | -6.8% | -8.9% | -13.2% |
| 3M | -11.9% | +2.6% | -14.5% | -14.7% |
| 6M | -10.3% | -5.4% | -4.9% | -12.3% |
| YTD | +15.6% | -46.0% | +61.6% | +48.1% |
| 1Y | +12.1% | -45.6% | +57.7% | +42.7% |
| 3Y | +150.7% | +43.2% | +107.5% | +46.0% |
| 5Y | +86.6% | -45.3% | +131.9% | +108.0% |
| All | +1,542.6% | +94.9% | +1,447.6% | +775.5% |
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