+558.6%
QQQ vs PEGA
+184.6%
+373.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -0.6% | -3.0% | +2.4% | +0.2% |
| 30D | -1.2% | +15.9% | -17.1% | -5.1% |
| 3M | -0.2% | +10.8% | -11.1% | -4.1% |
| 6M | +17.9% | -16.5% | +34.4% | +21.3% |
| YTD | +16.6% | -39.0% | +55.7% | +29.4% |
| 1Y | +23.0% | -37.3% | +60.3% | +34.3% |
| 3Y | +92.9% | +59.2% | +33.8% | +46.4% |
| 5Y | +95.6% | -44.9% | +140.5% | +107.8% |
| All | +558.6% | +184.6% | +373.9% | +344.7% |
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