+91.8%
QLD vs PEG
+40.7%
+51.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.2% | +5.0% |
| 7D | -1.2% | +1.5% | -2.6% | -2.0% |
| 30D | -15.7% | +5.0% | -20.7% | -18.4% |
| 3M | -10.0% | -0.3% | -9.7% | -10.2% |
| 6M | -11.2% | -2.7% | -8.6% | -10.9% |
| YTD | +16.4% | -5.1% | +21.4% | +17.8% |
| 1Y | +12.7% | -8.3% | +20.9% | +16.9% |
| 3Y | +152.3% | +33.0% | +119.3% | +91.8% |
| 5Y | +91.8% | +41.3% | +50.5% | +37.0% |
| All | +91.8% | +40.7% | +51.1% | +37.0% |
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 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