+319.9%
PEP vs QID
-100.0%
+419.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.5% |
| 7D | +4.6% | +1.8% | +2.9% | +5.1% |
| 30D | +14.0% | +21.6% | -7.6% | +18.6% |
| 3M | +5.4% | +12.6% | -7.2% | +8.1% |
| 6M | -5.1% | +6.9% | -12.0% | -3.5% |
| YTD | +3.1% | -20.5% | +23.6% | -0.9% |
| 1Y | +4.8% | -18.1% | +22.9% | +1.4% |
| 3Y | -4.1% | -70.7% | +66.6% | -23.5% |
| 5Y | +3.0% | -77.2% | +80.2% | -16.7% |
| 10Y | +89.6% | -99.0% | +188.6% | -16.1% |
| All | +319.9% | -100.0% | +419.9% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling