+95.5%
PEP vs QID
-99.0%
+194.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.6% |
| 7D | +2.9% | -7.1% | +10.0% | +1.8% |
| 30D | +12.5% | +12.6% | -0.1% | +14.8% |
| 3M | +4.5% | +14.2% | -9.7% | +7.0% |
| 6M | -0.5% | +6.2% | -6.7% | +0.9% |
| YTD | +4.4% | -21.8% | +26.2% | +0.6% |
| 1Y | +4.4% | -23.1% | +27.5% | +0.3% |
| 3Y | -3.4% | -71.3% | +67.9% | -22.1% |
| 5Y | +5.2% | -77.0% | +82.1% | -12.4% |
| All | +95.5% | -99.0% | +194.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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