-77.6%
QID vs PENG
+66.2%
-143.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +1.2% |
| 7D | -11.8% | +34.6% | -46.4% | +0.4% |
| 30D | +14.2% | -35.9% | +50.2% | +0.7% |
| 3M | +8.8% | -14.7% | +23.5% | +10.0% |
| 6M | +1.5% | +13.5% | -12.0% | +27.7% |
| YTD | -23.8% | +156.1% | -179.9% | +45.2% |
| 1Y | -22.0% | +141.3% | -163.3% | +45.8% |
| 3Y | -71.9% | +223.4% | -295.3% | -22.9% |
| 5Y | -77.6% | +67.4% | -145.0% | -38.6% |
| All | -77.6% | +66.2% | -143.7% | -38.6% |
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 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