+67.2%
QLD vs PEG
+33.6%
+33.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -10.3% | -2.3% | -8.0% | -9.1% |
| 30D | -26.1% | +1.2% | -27.3% | -26.8% |
| 3M | -17.8% | -2.4% | -15.4% | -16.9% |
| 6M | -15.6% | -6.9% | -8.7% | -12.9% |
| YTD | +5.4% | -7.2% | +12.6% | +8.1% |
| 1Y | +5.2% | -8.9% | +14.1% | +9.3% |
| 3Y | +139.4% | +27.1% | +112.3% | +88.3% |
| All | +67.2% | +33.6% | +33.6% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling