+1,029.2%
QLD vs PENG
+705.8%
+323.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.1% | +11.0% | +5.2% |
| 7D | -9.4% | -20.5% | +11.1% | -2.1% |
| 30D | -17.1% | -20.4% | +3.3% | -11.7% |
| 3M | -10.4% | -16.4% | +6.0% | -7.5% |
| 6M | +0.7% | +49.2% | -48.5% | -21.2% |
| YTD | +17.7% | +147.2% | -129.4% | -25.5% |
| 1Y | +14.7% | +124.7% | -110.0% | -25.0% |
| 3Y | +169.6% | +230.3% | -60.6% | +42.1% |
| 5Y | +86.7% | +71.4% | +15.3% | +15.7% |
| All | +1,029.2% | +705.8% | +323.4% | +363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling