+96.6%
QQQ vs PENG
+108.8%
-12.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | -0.9% |
| 7D | +0.4% | +4.5% | -4.2% | -0.4% |
| 30D | +0.2% | -7.1% | +7.3% | +1.1% |
| 3M | -2.8% | -27.3% | +24.4% | 0.0% |
| 6M | +18.0% | +169.6% | -151.6% | -3.8% |
| YTD | +17.3% | +164.6% | -147.3% | -4.5% |
| 1Y | +25.6% | +109.5% | -83.9% | +5.4% |
| All | +96.6% | +108.8% | -12.2% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling