+1,481.8%
QQQ vs PEP
+671.2%
+810.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.0% |
| 7D | +3.6% | +2.9% | +0.7% | +2.5% |
| 30D | -6.7% | +12.5% | -19.2% | -11.0% |
| 3M | -7.0% | +4.5% | -11.6% | -9.0% |
| 6M | -4.7% | -0.5% | -4.2% | -5.4% |
| YTD | +11.1% | +4.4% | +6.6% | +7.4% |
| 1Y | +12.3% | +4.4% | +7.9% | +8.5% |
| 3Y | +83.3% | -3.4% | +86.7% | +78.7% |
| 5Y | +77.5% | +5.2% | +72.3% | +66.6% |
| 10Y | +528.3% | +92.1% | +436.2% | +363.6% |
| All | +1,481.8% | +671.2% | +810.6% | +729.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 all: compounded portfolio wealth divided by compounded PEP 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…
all analysis · Full analysis span regression · 6 months rolling