+14.1%
QLD vs PEG
-5.8%
+19.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.3% |
| 7D | +7.0% | +4.5% | +2.5% | +7.4% |
| 30D | -14.3% | +7.5% | -21.9% | -13.8% |
| 3M | -16.0% | +0.8% | -16.8% | -16.0% |
| 6M | -14.2% | 0.0% | -14.3% | -15.2% |
| YTD | +12.8% | -3.0% | +15.8% | +10.7% |
| 1Y | +14.1% | -4.7% | +18.8% | +13.6% |
| All | +14.1% | -5.8% | +19.9% | +13.6% |
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