-80.7%
QID vs PENG
+115.2%
-195.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | +2.3% |
| 7D | -0.6% | +4.5% | -5.2% | +1.3% |
| 30D | 0.0% | -7.1% | +7.1% | -2.2% |
| 3M | +3.7% | -27.3% | +31.0% | -1.1% |
| 6M | -29.9% | +169.6% | -199.4% | +24.3% |
| YTD | -28.8% | +164.6% | -193.4% | +26.9% |
| 1Y | -37.2% | +109.5% | -146.6% | +3.1% |
| 3Y | -73.7% | +98.9% | -172.6% | -46.1% |
| All | -80.7% | +115.2% | -195.9% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling