+31.7%
PEG vs QID
-73.9%
+105.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -0.1% | -1.9% | +1.8% | -0.3% |
| 30D | -1.7% | +1.7% | -3.5% | -1.6% |
| 3M | -6.8% | -3.9% | -2.9% | -7.0% |
| 6M | -11.4% | -30.0% | +18.6% | -15.0% |
| YTD | -7.2% | -28.2% | +21.0% | -10.6% |
| 1Y | -6.1% | -35.6% | +29.5% | -10.9% |
| All | +31.7% | -73.9% | +105.6% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling