+66.1%
PEG vs QS
-43.2%
+109.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | +1.0% | +2.2% | -1.2% | +1.0% |
| 30D | -1.9% | -8.1% | +6.2% | -1.8% |
| 3M | -3.7% | -27.0% | +23.4% | -3.4% |
| 6M | -9.4% | -16.4% | +7.0% | -9.4% |
| YTD | -6.0% | -46.4% | +40.4% | -5.5% |
| 1Y | -4.4% | -41.1% | +36.7% | -4.2% |
| 3Y | +33.5% | -18.6% | +52.2% | +32.1% |
| 5Y | +35.7% | -73.0% | +108.8% | +33.7% |
| All | +66.1% | -43.2% | +109.3% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling