+62.6%
QLD vs PEGA
-43.7%
+106.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.4% | -11.9% |
| 7D | -18.6% | -1.6% | -17.0% | -18.0% |
| 30D | -28.3% | -3.0% | -25.3% | -27.7% |
| 3M | -20.4% | +5.8% | -26.2% | -22.9% |
| 6M | -14.3% | -8.8% | -5.5% | -13.9% |
| YTD | +2.8% | -43.5% | +46.3% | +22.5% |
| 1Y | -1.2% | -43.4% | +42.2% | +17.6% |
| 3Y | +135.3% | +48.6% | +86.7% | +62.3% |
| 5Y | +62.6% | -43.3% | +105.9% | +95.1% |
| All | +62.6% | -43.7% | +106.2% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling