+8,175.3%
QLD vs PEG
+379.5%
+7,795.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.2% |
| 7D | +12.5% | +2.3% | +10.2% | +10.5% |
| 30D | -15.7% | +6.1% | -21.8% | -20.0% |
| 3M | -11.9% | -0.5% | -11.4% | -12.2% |
| 6M | -10.3% | -3.2% | -7.1% | -9.5% |
| YTD | +15.6% | -4.4% | +20.0% | +16.7% |
| 1Y | +12.1% | -7.4% | +19.5% | +16.1% |
| 3Y | +150.7% | +33.9% | +116.7% | +85.9% |
| 5Y | +86.6% | +42.3% | +44.3% | +30.8% |
| 10Y | +1,509.7% | +166.4% | +1,343.4% | +528.9% |
| All | +8,175.3% | +379.5% | +7,795.8% | +1,795.4% |
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