-47.7%
QS vs PEGA
-37.7%
-10.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.5% |
| 7D | -5.0% | -5.3% | +0.3% | -2.9% |
| 30D | -18.3% | +8.3% | -26.6% | -21.3% |
| 3M | -26.0% | +8.9% | -34.9% | -30.0% |
| 6M | -24.0% | -19.7% | -4.3% | -19.4% |
| YTD | -50.3% | -39.9% | -10.4% | -41.4% |
| 1Y | -38.0% | -36.4% | -1.6% | -30.0% |
| 3Y | -24.6% | +52.8% | -77.4% | -53.6% |
| 5Y | -75.4% | -45.7% | -29.8% | -75.1% |
| All | -47.7% | -37.7% | -10.0% | -33.9% |
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