+14.1%
QLD vs PEGA
-44.6%
+58.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.5% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | -14.3% | -4.1% | -10.2% | -14.1% |
| 3M | -16.0% | -2.8% | -13.2% | -16.0% |
| 6M | -14.2% | -0.4% | -13.8% | -13.9% |
| YTD | +12.8% | -45.4% | +58.1% | +29.4% |
| 1Y | +14.1% | -42.6% | +56.7% | +27.7% |
| All | +14.1% | -44.6% | +58.6% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling