+80.3%
PEP vs QLD
+1,470.2%
-1,389.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | -0.7% |
| 7D | +1.0% | -1.4% | +2.5% | +1.1% |
| 30D | +12.6% | -19.6% | +32.2% | +16.1% |
| 3M | +3.1% | -14.1% | +17.3% | +5.0% |
| 6M | -6.3% | -13.6% | +7.3% | -5.5% |
| YTD | +1.9% | +12.5% | -10.7% | -2.6% |
| 1Y | +3.3% | +13.1% | -9.9% | -1.5% |
| 3Y | -4.8% | +154.7% | -159.6% | -26.5% |
| 5Y | +2.0% | +81.1% | -79.0% | -18.6% |
| 10Y | +80.3% | +1,418.0% | -1,337.7% | -26.1% |
| All | +80.3% | +1,470.2% | -1,389.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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