+27.6%
QSR vs PEGA
+49.1%
-21.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.5% |
| 7D | -2.4% | -6.1% | +3.8% | -2.1% |
| 30D | +5.7% | +6.4% | -0.7% | +5.4% |
| 3M | +6.9% | +2.9% | +4.0% | +6.5% |
| 6M | +6.9% | -23.8% | +30.7% | +7.5% |
| YTD | +14.9% | -41.1% | +56.0% | +16.7% |
| 1Y | +29.1% | -38.2% | +67.3% | +30.7% |
| All | +27.6% | +49.1% | -21.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling