+3.9%
PEP vs QID
-80.7%
+84.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +0.1% | -2.7% | +2.8% | -0.1% |
| 30D | +0.7% | +1.8% | -1.1% | +0.8% |
| 3M | -0.5% | -2.2% | +1.6% | -0.5% |
| 6M | -11.3% | -32.1% | +20.8% | -13.6% |
| YTD | -0.6% | -28.6% | +28.0% | -2.8% |
| 1Y | +1.7% | -36.3% | +38.0% | -1.5% |
| 3Y | -12.5% | -74.4% | +61.9% | -22.5% |
| 5Y | +3.9% | -80.8% | +84.7% | -9.4% |
| All | +3.9% | -80.7% | +84.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling