+163.2%
PEG vs QSR
+206.0%
-42.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -0.1% | -2.4% | +2.3% | +0.5% |
| 30D | -1.7% | +5.7% | -7.4% | -3.2% |
| 3M | -6.8% | +6.9% | -13.7% | -8.6% |
| 6M | -11.4% | +6.9% | -18.2% | -13.2% |
| YTD | -7.2% | +14.9% | -22.1% | -11.1% |
| 1Y | -6.1% | +29.1% | -35.2% | -13.0% |
| 3Y | +31.8% | +26.1% | +5.6% | +21.1% |
| 5Y | +35.6% | +42.3% | -6.7% | +19.2% |
| 10Y | +148.7% | +134.0% | +14.8% | +84.5% |
| All | +163.2% | +206.0% | -42.7% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling