+1,450.1%
QLD vs PEG
+159.1%
+1,290.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -3.8% | +2.6% | -6.4% | -5.4% |
| 30D | -20.5% | +3.3% | -23.9% | -22.5% |
| 3M | -14.6% | +1.1% | -15.7% | -15.7% |
| 6M | -14.7% | -1.4% | -13.2% | -15.0% |
| YTD | +11.2% | -4.6% | +15.8% | +12.4% |
| 1Y | +7.1% | -7.2% | +14.3% | +10.4% |
| 3Y | +141.1% | +33.7% | +107.4% | +84.5% |
| 5Y | +84.3% | +40.8% | +43.5% | +35.0% |
| 10Y | +1,450.1% | +162.8% | +1,287.2% | +706.1% |
| All | +1,450.1% | +159.1% | +1,290.9% | +706.1% |
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