+7.1%
QLD vs PEG
-7.0%
+14.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -3.8% | +2.6% | -6.4% | -3.7% |
| 30D | -20.5% | +3.3% | -23.9% | -20.2% |
| 3M | -14.6% | +1.1% | -15.7% | -14.6% |
| 6M | -14.7% | -1.4% | -13.2% | -15.8% |
| YTD | +11.2% | -4.6% | +15.8% | +8.9% |
| 1Y | +7.1% | -7.2% | +14.3% | +7.8% |
| All | +7.1% | -7.0% | +14.1% | +7.8% |
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