+1,450.1%
QLD vs PEGA
+92.7%
+1,357.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.9% |
| 7D | -3.8% | -8.2% | +4.4% | +0.4% |
| 30D | -20.5% | -11.6% | -9.0% | -15.9% |
| 3M | -14.6% | -4.2% | -10.5% | -14.5% |
| 6M | -14.7% | -12.0% | -2.7% | -13.4% |
| YTD | +11.2% | -46.9% | +58.1% | +43.6% |
| 1Y | +7.1% | -47.0% | +54.1% | +38.1% |
| 3Y | +141.1% | +40.9% | +100.2% | +41.9% |
| 5Y | +84.3% | -45.4% | +129.7% | +104.5% |
| 10Y | +1,450.1% | +95.9% | +1,354.1% | +747.2% |
| All | +1,450.1% | +92.7% | +1,357.4% | +747.2% |
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