+3.9%
PEP vs QLD
+0.3%
+3.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.7% | +12.9% | -1.7% |
| 7D | +6.7% | -18.6% | +25.2% | +3.5% |
| 30D | +13.5% | -28.3% | +41.8% | +8.3% |
| 3M | +3.9% | -20.4% | +24.3% | +0.7% |
| 6M | -6.0% | -14.3% | +8.3% | -8.0% |
| YTD | +2.5% | +2.8% | -0.3% | +0.8% |
| 1Y | +3.9% | -1.2% | +5.2% | +2.3% |
| All | +3.9% | +0.3% | +3.6% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling