+133.5%
QLD vs PENG
+153.0%
-19.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -23.0% | +10.3% | -4.5% |
| 7D | -18.6% | -36.7% | +18.1% | -5.1% |
| 30D | -28.3% | -42.0% | +13.8% | -14.8% |
| 3M | -20.4% | -33.2% | +12.8% | -11.3% |
| 6M | -14.3% | +2.1% | -16.4% | -24.0% |
| YTD | +2.8% | +90.3% | -87.5% | -31.2% |
| 1Y | -1.2% | +67.7% | -68.9% | -30.5% |
| All | +133.5% | +153.0% | -19.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling