-98.5%
QID vs PENG
+597.2%
-695.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.4% | -14.9% | +2.0% |
| 7D | +9.4% | -19.4% | +28.9% | +3.6% |
| 30D | +31.2% | -42.4% | +73.6% | +12.1% |
| 3M | +17.4% | -25.6% | +43.1% | +12.4% |
| 6M | +8.4% | +7.3% | +1.1% | +29.9% |
| YTD | -15.8% | +113.9% | -129.6% | +36.2% |
| 1Y | -16.3% | +93.6% | -109.9% | +31.5% |
| 3Y | -70.4% | +170.2% | -240.6% | -36.4% |
| 5Y | -74.8% | +44.2% | -119.0% | -45.3% |
| All | -98.5% | +597.2% | -695.6% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling