-19.1%
QID vs PENG
+108.0%
-127.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.3% | -16.1% | -4.0% |
| 7D | -0.8% | -3.8% | +3.0% | +0.4% |
| 30D | +20.1% | -40.1% | +60.2% | +7.6% |
| 3M | +11.8% | -21.8% | +33.6% | +10.2% |
| 6M | +5.5% | +3.3% | +2.2% | +22.0% |
| YTD | -21.5% | +133.6% | -155.2% | +25.3% |
| All | -19.1% | +108.0% | -127.1% | +23.6% |
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