+1,351.8%
QLD vs PEG
+148.6%
+1,203.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.0% |
| 7D | -10.3% | -2.3% | -8.0% | -8.9% |
| 30D | -26.1% | +1.2% | -27.3% | -27.0% |
| 3M | -17.8% | -2.4% | -15.4% | -16.9% |
| 6M | -15.6% | -6.9% | -8.7% | -12.6% |
| YTD | +5.4% | -7.2% | +12.6% | +8.5% |
| 1Y | +5.2% | -8.9% | +14.1% | +9.7% |
| 3Y | +139.4% | +27.1% | +112.3% | +90.1% |
| 5Y | +66.7% | +33.8% | +32.9% | +26.6% |
| All | +1,351.8% | +148.6% | +1,203.2% | +689.0% |
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 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