+14.7%
QLD vs PEG
-6.2%
+20.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.0% |
| 7D | -9.4% | +1.0% | -10.4% | -9.2% |
| 30D | -17.1% | +6.6% | -23.7% | -16.4% |
| 3M | -10.4% | -3.1% | -7.3% | -10.8% |
| 6M | +0.7% | -7.4% | +8.1% | -0.2% |
| YTD | +17.7% | -6.4% | +24.2% | +16.0% |
| 1Y | +14.7% | -7.4% | +22.1% | +13.0% |
| All | +14.7% | -6.2% | +20.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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