+417.9%
QQQ vs PENG
+689.3%
-271.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.2% |
| 7D | +3.6% | +13.2% | -9.6% | +1.2% |
| 30D | -6.7% | -29.9% | +23.2% | -1.7% |
| 3M | -7.0% | -22.2% | +15.2% | -4.9% |
| 6M | -4.7% | -1.9% | -2.8% | -9.4% |
| YTD | +11.1% | +142.1% | -131.1% | -12.5% |
| 1Y | +12.3% | +151.5% | -139.2% | -12.3% |
| 3Y | +83.3% | +206.9% | -123.6% | +31.2% |
| 5Y | +77.5% | +58.2% | +19.2% | +35.0% |
| All | +417.9% | +689.3% | -271.5% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling