+153.2%
QQQM vs PEGA
-45.5%
+198.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.7% |
| 7D | +1.5% | -2.4% | +3.9% | +2.0% |
| 30D | -0.7% | +9.6% | -10.3% | -2.6% |
| 3M | +0.4% | +2.3% | -1.9% | -0.9% |
| 6M | +20.1% | -23.9% | +44.0% | +25.4% |
| YTD | +17.2% | -39.8% | +57.0% | +27.8% |
| 1Y | +24.7% | -37.4% | +62.2% | +34.0% |
| 3Y | +96.6% | +53.1% | +43.4% | +61.1% |
| 5Y | +95.0% | -47.2% | +142.3% | +113.2% |
| All | +153.2% | -45.5% | +198.7% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling