+12.3%
QQQ vs PEGA
-44.6%
+56.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | -6.7% | -4.1% | -2.6% | -6.6% |
| 3M | -7.0% | -2.8% | -4.2% | -7.0% |
| 6M | -4.7% | -0.4% | -4.2% | -4.5% |
| YTD | +11.1% | -45.4% | +56.4% | +19.0% |
| 1Y | +12.3% | -42.6% | +54.9% | +18.7% |
| All | +12.3% | -44.6% | +56.8% | +18.7% |
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 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