+363.2%
PEG vs QID
-100.0%
+463.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.8% |
| 7D | +1.0% | -2.7% | +3.8% | +0.4% |
| 30D | -1.9% | +1.8% | -3.7% | -1.4% |
| 3M | -3.7% | -2.2% | -1.5% | -3.8% |
| 6M | -9.4% | -32.1% | +22.7% | -16.8% |
| YTD | -6.0% | -28.6% | +22.6% | -12.5% |
| 1Y | -4.4% | -36.3% | +32.0% | -13.1% |
| 3Y | +33.5% | -74.4% | +107.9% | +1.1% |
| 5Y | +35.7% | -80.8% | +116.5% | +3.0% |
| 10Y | +140.4% | -99.1% | +239.5% | -13.1% |
| All | +363.2% | -100.0% | +463.2% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling