+94.5%
QQQ vs PEGA
-48.2%
+142.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +1.0% | -6.1% | +7.1% | +2.2% |
| 30D | -0.6% | +6.4% | -7.0% | -2.0% |
| 3M | +1.3% | +2.9% | -1.6% | -0.1% |
| 6M | +18.1% | -23.8% | +42.0% | +23.1% |
| YTD | +16.9% | -41.1% | +57.9% | +27.5% |
| 1Y | +24.0% | -38.2% | +62.2% | +33.2% |
| 3Y | +95.6% | +49.8% | +45.8% | +62.6% |
| 5Y | +94.5% | -48.0% | +142.5% | +116.6% |
| All | +94.5% | -48.2% | +142.7% | +116.6% |
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 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