-10.3%
PEG vs Q
+79.8%
-90.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | -0.9% | +4.9% | -5.8% | -1.1% |
| 30D | -3.7% | -11.0% | +7.3% | -3.3% |
| 3M | -7.3% | -15.2% | +7.9% | -7.0% |
| 6M | -10.5% | +8.8% | -19.3% | -11.5% |
| YTD | -7.5% | +55.1% | -62.6% | -9.6% |
| All | -10.3% | +79.8% | -90.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling