+71.3%
PEG vs QS
-62.6%
+133.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.5% |
| 7D | +4.5% | -14.0% | +18.5% | +4.7% |
| 30D | +7.5% | -6.4% | +13.9% | +7.6% |
| 3M | +0.8% | -40.3% | +41.1% | +1.4% |
| 6M | 0.0% | -57.5% | +57.5% | +0.8% |
| YTD | -3.0% | -64.7% | +61.6% | -2.2% |
| 1Y | -4.7% | -72.9% | +68.1% | -3.6% |
| 3Y | +36.5% | -33.5% | +69.9% | +35.4% |
| 5Y | +44.4% | -90.5% | +134.9% | +41.9% |
| All | +71.3% | -62.6% | +133.9% | +74.7% |
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