+94.6%
QQQM vs PEGA
-47.2%
+141.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.0% | -1.4% |
| 7D | -1.3% | -5.3% | +4.0% | -0.3% |
| 30D | -1.4% | +8.3% | -9.7% | -3.0% |
| 3M | +2.2% | +8.9% | -6.8% | -0.3% |
| 6M | +16.9% | -19.7% | +36.6% | +20.5% |
| YTD | +15.7% | -39.9% | +55.6% | +25.6% |
| 1Y | +22.7% | -36.4% | +59.1% | +30.9% |
| 3Y | +93.9% | +52.8% | +41.1% | +60.8% |
| 5Y | +94.6% | -45.7% | +140.2% | +112.3% |
| All | +94.6% | -47.2% | +141.7% | +112.3% |
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