-1.4%
QXO vs PEGA
+299.3%
-300.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.5% |
| 7D | +2.9% | -2.4% | +5.3% | +3.0% |
| 30D | -18.0% | +9.6% | -27.6% | -18.4% |
| 3M | -14.7% | +2.3% | -17.1% | -15.0% |
| 6M | -39.2% | -23.9% | -15.3% | -38.5% |
| YTD | -31.3% | -39.8% | +8.5% | -29.8% |
| 1Y | -39.7% | -37.4% | -2.3% | -38.5% |
| 3Y | -41.5% | +53.1% | -94.7% | -43.9% |
| 5Y | -67.0% | -47.2% | -19.8% | -65.6% |
| 10Y | +44.7% | +174.3% | -129.6% | +42.6% |
| All | -1.4% | +299.3% | -300.7% | -49.4% |
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