+558.6%
QQQ vs PEG
+148.0%
+410.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | -1.2% | -3.7% | +2.5% | +0.1% |
| 3M | -0.2% | -7.3% | +7.1% | +2.3% |
| 6M | +17.9% | -10.5% | +28.4% | +22.0% |
| YTD | +16.6% | -7.5% | +24.1% | +19.1% |
| 1Y | +23.0% | -8.7% | +31.7% | +25.9% |
| 3Y | +92.9% | +31.4% | +61.6% | +69.7% |
| 5Y | +95.6% | +37.8% | +57.8% | +67.2% |
| All | +558.6% | +148.0% | +410.6% | +365.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling