+67.2%
QLD vs PEGA
-45.3%
+112.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.8% |
| 7D | -10.3% | -4.5% | -5.8% | -8.7% |
| 30D | -26.1% | -5.7% | -20.4% | -24.7% |
| 3M | -17.8% | +2.6% | -20.3% | -19.5% |
| 6M | -15.6% | -10.6% | -5.0% | -14.6% |
| YTD | +5.4% | -45.5% | +50.9% | +27.2% |
| 1Y | +5.2% | -44.8% | +50.0% | +26.2% |
| 3Y | +139.4% | +45.5% | +93.9% | +65.9% |
| All | +67.2% | -45.3% | +112.5% | +106.0% |
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