-22.0%
QID vs PENG
+120.5%
-142.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.1% | +7.3% | -4.5% |
| 7D | +9.8% | -20.5% | +30.3% | +3.3% |
| 30D | +18.9% | -20.4% | +39.3% | +13.7% |
| 3M | +9.6% | -16.4% | +26.0% | +8.0% |
| 6M | -7.8% | +49.2% | -57.0% | +19.1% |
| YTD | -23.3% | +147.2% | -170.5% | +23.9% |
| 1Y | -22.0% | +124.7% | -146.7% | +22.2% |
| All | -22.0% | +120.5% | -142.5% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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