+40.4%
QSR vs PEGA
-47.2%
+87.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -0.8% |
| 7D | -4.7% | -5.3% | +0.6% | -4.3% |
| 30D | +4.3% | +8.3% | -4.0% | +3.6% |
| 3M | +5.4% | +8.9% | -3.5% | +4.4% |
| 6M | +8.2% | -19.7% | +27.9% | +9.4% |
| YTD | +14.1% | -39.9% | +54.0% | +17.9% |
| 1Y | +28.1% | -36.4% | +64.5% | +31.4% |
| 3Y | +25.3% | +52.8% | -27.5% | +14.6% |
| 5Y | +40.4% | -45.7% | +86.1% | +53.0% |
| All | +40.4% | -47.2% | +87.6% | +53.0% |
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