-73.0%
QS vs PEGA
-47.9%
-25.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.2% | +3.7% |
| 7D | +2.2% | -2.4% | +4.6% | +3.1% |
| 30D | -8.1% | +9.6% | -17.7% | -11.9% |
| 3M | -27.0% | +2.3% | -29.4% | -29.1% |
| 6M | -16.4% | -23.9% | +7.4% | -9.2% |
| YTD | -46.4% | -39.8% | -6.6% | -36.7% |
| 1Y | -41.1% | -37.4% | -3.7% | -32.8% |
| 3Y | -18.6% | +53.1% | -71.8% | -51.4% |
| 5Y | -73.0% | -47.2% | -25.8% | -63.1% |
| All | -73.0% | -47.9% | -25.1% | -63.1% |
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