+139.4%
QLD vs PEGA
+43.4%
+96.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.4% |
| 7D | -10.3% | -4.5% | -5.8% | -9.3% |
| 30D | -26.1% | -5.7% | -20.4% | -25.2% |
| 3M | -17.8% | +2.6% | -20.3% | -18.9% |
| 6M | -15.6% | -10.6% | -5.0% | -14.5% |
| YTD | +5.4% | -45.5% | +50.9% | +21.5% |
| 1Y | +5.2% | -44.8% | +50.0% | +20.8% |
| 3Y | +139.4% | +45.5% | +93.9% | +99.3% |
| All | +139.4% | +43.4% | +96.0% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling