+1,570.9%
QQQ vs PEP
+629.7%
+941.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +0.4% | -1.4% | +1.7% | +0.9% |
| 30D | +0.2% | +0.2% | 0.0% | +0.1% |
| 3M | -2.8% | -1.1% | -1.7% | -3.0% |
| 6M | +18.0% | -13.5% | +31.5% | +23.8% |
| YTD | +17.3% | -1.2% | +18.5% | +16.3% |
| 1Y | +25.6% | -1.6% | +27.1% | +24.1% |
| 3Y | +93.7% | -12.5% | +106.3% | +97.1% |
| 5Y | +94.2% | +3.0% | +91.1% | +84.0% |
| 10Y | +557.9% | +73.9% | +483.9% | +405.7% |
| All | +1,570.9% | +629.7% | +941.2% | +798.5% |
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