+3.9%
PEP vs QS
-74.6%
+78.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.6% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +0.7% | -8.1% | +8.7% | +0.7% |
| 3M | -0.5% | -27.0% | +26.5% | -0.5% |
| 6M | -11.3% | -16.4% | +5.1% | -11.4% |
| YTD | -0.6% | -46.4% | +45.8% | -0.4% |
| 1Y | +1.7% | -41.1% | +42.8% | +1.6% |
| 3Y | -12.5% | -18.6% | +6.2% | -13.2% |
| 5Y | +3.9% | -73.0% | +76.9% | +1.1% |
| All | +3.9% | -74.6% | +78.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling