+37.4%
PEG vs QSR
+40.5%
-3.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.9% | -4.0% | +3.1% | 0.0% |
| 30D | -3.7% | +2.8% | -6.5% | -4.4% |
| 3M | -7.3% | +5.1% | -12.4% | -8.5% |
| 6M | -10.5% | +8.8% | -19.3% | -12.5% |
| YTD | -7.5% | +14.8% | -22.3% | -10.8% |
| 1Y | -8.7% | +25.7% | -34.5% | -14.1% |
| 3Y | +31.4% | +27.5% | +3.8% | +20.4% |
| All | +37.4% | +40.5% | -3.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling