+121.0%
QLD vs PEGA
-46.5%
+167.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +0.6% | +3.3% | -2.7% | -0.6% |
| 30D | -0.1% | +17.7% | -17.9% | -6.4% |
| 3M | -8.4% | +5.8% | -14.2% | -11.9% |
| 6M | +32.2% | -20.3% | +52.5% | +40.6% |
| YTD | +28.9% | -37.1% | +66.0% | +48.9% |
| 1Y | +43.8% | -30.2% | +74.0% | +57.0% |
| 3Y | +176.6% | +48.1% | +128.5% | +95.2% |
| All | +121.0% | -46.5% | +167.5% | +187.5% |
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 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