+69.8%
QQQ vs PENG
+42.1%
+27.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | -1.1% |
| 7D | -5.0% | -19.4% | +14.5% | -1.6% |
| 30D | -13.4% | -42.4% | +29.0% | -4.7% |
| 3M | -8.1% | -25.6% | +17.6% | -5.0% |
| 6M | -5.5% | +7.3% | -12.8% | -13.3% |
| YTD | +7.2% | +113.9% | -106.7% | -17.2% |
| 1Y | +7.8% | +93.6% | -85.8% | -15.1% |
| 3Y | +80.7% | +170.2% | -89.5% | +21.9% |
| All | +69.8% | +42.1% | +27.7% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling