-44.6%
QS vs PEGA
-34.8%
-9.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | -2.3% | +3.3% | -5.6% | -3.6% |
| 30D | -0.7% | +17.7% | -18.5% | -7.4% |
| 3M | -39.6% | +5.8% | -45.4% | -42.0% |
| 6M | -21.7% | -20.3% | -1.5% | -16.5% |
| YTD | -47.4% | -37.1% | -10.3% | -39.1% |
| 1Y | -28.4% | -30.2% | +1.8% | -22.0% |
| 3Y | -22.6% | +48.1% | -70.7% | -50.9% |
| 5Y | -75.6% | -46.8% | -28.8% | -75.2% |
| All | -44.6% | -34.8% | -9.8% | -31.2% |
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