+121.0%
QLD vs PENG
+115.2%
+5.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -2.3% |
| 7D | +0.6% | +4.5% | -4.0% | -1.3% |
| 30D | -0.1% | -7.1% | +7.0% | +2.2% |
| 3M | -8.4% | -27.3% | +18.9% | -1.0% |
| 6M | +32.2% | +169.6% | -137.4% | -22.3% |
| YTD | +28.9% | +164.6% | -135.7% | -24.7% |
| 1Y | +43.8% | +109.5% | -65.6% | -8.5% |
| 3Y | +176.6% | +98.9% | +77.7% | +53.5% |
| All | +121.0% | +115.2% | +5.8% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling