+333.6%
PEP vs QLD
+8,245.8%
-7,912.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.4% |
| 7D | +7.4% | -9.4% | +16.8% | +9.3% |
| 30D | +13.3% | -17.1% | +30.4% | +17.1% |
| 3M | +3.5% | -10.4% | +13.9% | +5.1% |
| 6M | -5.9% | +0.7% | -6.6% | -7.7% |
| YTD | +2.3% | +17.7% | -15.5% | -3.3% |
| 1Y | +3.7% | +14.7% | -11.0% | -1.7% |
| 3Y | -4.8% | +169.6% | -174.5% | -28.4% |
| 5Y | +1.9% | +86.7% | -84.7% | -21.1% |
| 10Y | +83.5% | +1,600.8% | -1,517.3% | -23.1% |
| All | +333.6% | +8,245.8% | -7,912.2% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling