+204.1%
QSR vs PEGA
+271.9%
-67.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | +2.4% | +3.3% | -0.8% | +1.9% |
| 30D | +7.6% | +17.7% | -10.1% | +4.4% |
| 3M | +12.6% | +5.8% | +6.8% | +10.8% |
| 6M | +14.4% | -20.3% | +34.6% | +17.8% |
| YTD | +19.6% | -37.1% | +56.8% | +27.7% |
| 1Y | +33.9% | -30.2% | +64.1% | +39.3% |
| 3Y | +27.1% | +48.1% | -21.0% | +5.7% |
| 5Y | +48.5% | -46.8% | +95.3% | +60.3% |
| 10Y | +126.2% | +191.3% | -65.1% | +39.0% |
| All | +204.1% | +271.9% | -67.8% | +73.7% |
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