+79.1%
PEP vs QID
-99.1%
+178.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.2% |
| 7D | -1.7% | -1.9% | +0.2% | -2.0% |
| 30D | +0.3% | +1.7% | -1.4% | +0.6% |
| 3M | -3.2% | -3.9% | +0.7% | -3.7% |
| 6M | -13.6% | -30.0% | +16.4% | -18.5% |
| YTD | -1.9% | -28.2% | +26.4% | -7.0% |
| 1Y | -0.6% | -35.6% | +35.0% | -7.6% |
| 3Y | -13.6% | -74.3% | +60.7% | -31.6% |
| 5Y | +3.2% | -80.8% | +84.0% | -17.5% |
| 10Y | +79.1% | -99.2% | +178.2% | -26.9% |
| All | +79.1% | -99.1% | +178.2% | -26.9% |
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