+9,127.5%
QLD vs PEG
+368.2%
+8,759.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.5% |
| 7D | +0.6% | +0.7% | -0.1% | 0.0% |
| 30D | -0.1% | -2.4% | +2.3% | +1.7% |
| 3M | -8.4% | -4.8% | -3.6% | -5.6% |
| 6M | +32.2% | -10.7% | +42.9% | +42.7% |
| YTD | +28.9% | -6.7% | +35.6% | +33.5% |
| 1Y | +43.8% | -6.8% | +50.7% | +48.1% |
| 3Y | +176.6% | +34.5% | +142.1% | +104.5% |
| 5Y | +121.6% | +35.8% | +85.8% | +61.8% |
| 10Y | +1,652.9% | +141.7% | +1,511.2% | +647.2% |
| All | +9,127.5% | +368.2% | +8,759.3% | +2,067.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling