+62.6%
QLD vs PENG
+31.0%
+31.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -23.0% | +10.3% | -3.4% |
| 7D | -18.6% | -36.7% | +18.1% | -3.2% |
| 30D | -28.3% | -42.0% | +13.8% | -13.0% |
| 3M | -20.4% | -33.2% | +12.8% | -10.3% |
| 6M | -14.3% | +2.1% | -16.4% | -25.5% |
| YTD | +2.8% | +90.3% | -87.5% | -34.6% |
| 1Y | -1.2% | +67.7% | -68.9% | -33.6% |
| 3Y | +135.3% | +154.2% | -18.9% | +14.4% |
| 5Y | +62.6% | +28.3% | +34.3% | -2.0% |
| All | +62.6% | +31.0% | +31.6% | -2.0% |
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 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