+12.3%
QQQ vs PENG
+120.5%
-108.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.1% | +2.3% |
| 7D | -4.6% | -20.5% | +15.8% | -1.6% |
| 30D | -8.5% | -20.4% | +11.9% | -6.2% |
| 3M | -4.3% | -16.4% | +12.1% | -3.1% |
| 6M | +3.1% | +49.2% | -46.2% | -7.6% |
| YTD | +13.0% | +147.2% | -134.2% | -8.9% |
| 1Y | +12.3% | +124.7% | -112.4% | -7.9% |
| All | +12.3% | +120.5% | -108.2% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling