+63.6%
PEG vs QS
-47.4%
+111.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -0.9% | -5.0% | +4.0% | -0.9% |
| 30D | -2.8% | -18.3% | +15.5% | -2.6% |
| 3M | -6.9% | -26.0% | +19.1% | -6.7% |
| 6M | -11.4% | -24.0% | +12.6% | -11.3% |
| YTD | -7.4% | -50.3% | +42.9% | -6.9% |
| 1Y | -8.3% | -38.0% | +29.7% | -8.2% |
| 3Y | +31.5% | -24.6% | +56.1% | +30.3% |
| 5Y | +38.0% | -75.4% | +113.4% | +35.9% |
| All | +63.6% | -47.4% | +111.0% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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