+1,628.2%
QLD vs PEG
+140.8%
+1,487.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.1% |
| 30D | -0.1% | -2.4% | +2.3% | +1.5% |
| 3M | -8.4% | -4.8% | -3.6% | -6.0% |
| 6M | +32.2% | -10.7% | +42.9% | +41.4% |
| YTD | +28.9% | -6.7% | +35.6% | +32.9% |
| 1Y | +43.8% | -6.8% | +50.7% | +47.6% |
| 3Y | +176.6% | +34.5% | +142.1% | +110.6% |
| 5Y | +121.6% | +35.8% | +85.8% | +67.1% |
| All | +1,628.2% | +140.8% | +1,487.5% | +803.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling