+34.5%
QXO vs PEGA
+184.6%
-150.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -7.8% | -3.0% | -4.8% | -7.6% |
| 30D | -18.1% | +15.9% | -34.0% | -18.9% |
| 3M | -25.8% | +10.8% | -36.6% | -26.4% |
| 6M | -41.7% | -16.5% | -25.2% | -41.2% |
| YTD | -36.2% | -39.0% | +2.8% | -34.4% |
| 1Y | -42.1% | -37.3% | -4.8% | -40.6% |
| 3Y | -46.2% | +59.2% | -105.3% | -49.5% |
| 5Y | -70.7% | -44.9% | -25.8% | -68.1% |
| All | +34.5% | +184.6% | -150.2% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling