+25.6%
QQQ vs PEGA
-30.0%
+55.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.2% |
| 7D | +0.4% | +3.3% | -2.9% | +0.2% |
| 30D | +0.2% | +17.7% | -17.5% | -0.6% |
| 3M | -2.8% | +5.8% | -8.6% | -2.6% |
| 6M | +18.0% | -20.3% | +38.3% | +20.7% |
| YTD | +17.3% | -37.1% | +54.5% | +23.1% |
| 1Y | +25.6% | -30.2% | +55.8% | +30.1% |
| All | +25.6% | -30.0% | +55.6% | +30.1% |
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 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