-9.7%
PEP vs QQQI
+58.1%
-67.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.1% | +1.3% | -1.2% | +0.2% |
| 30D | +0.7% | +0.2% | +0.4% | +0.7% |
| 3M | -0.5% | +1.5% | -2.0% | -0.3% |
| 6M | -11.3% | +13.2% | -24.5% | -10.9% |
| YTD | -0.6% | +11.6% | -12.2% | -0.2% |
| 1Y | +1.7% | +18.0% | -16.3% | +1.8% |
| All | -9.7% | +58.1% | -67.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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