-90.9%
QS vs PEGA
-44.5%
-46.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.4% | -5.6% |
| 7D | -14.0% | +0.1% | -14.1% | -14.3% |
| 30D | -6.4% | -4.1% | -2.2% | -5.2% |
| 3M | -40.3% | -2.8% | -37.4% | -40.1% |
| 6M | -57.5% | -0.4% | -57.1% | -58.6% |
| YTD | -64.7% | -45.4% | -19.3% | -56.9% |
| 1Y | -72.9% | -42.6% | -30.3% | -67.7% |
| 3Y | -33.5% | +45.4% | -78.9% | -60.0% |
| All | -90.9% | -44.5% | -46.4% | -90.2% |
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 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