+534.7%
QQQ vs PEGA
+97.3%
+437.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | -6.7% | -4.1% | -2.6% | -6.0% |
| 3M | -7.0% | -2.8% | -4.2% | -7.0% |
| 6M | -4.7% | -0.4% | -4.2% | -6.6% |
| YTD | +11.1% | -45.4% | +56.4% | +26.3% |
| 1Y | +12.3% | -42.6% | +54.9% | +25.7% |
| 3Y | +83.3% | +45.4% | +37.9% | +40.7% |
| 5Y | +77.5% | -44.6% | +122.1% | +85.4% |
| All | +534.7% | +97.3% | +437.4% | +330.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling