+56.8%
QQQI vs PENG
+127.0%
-70.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.2% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -0.6% | -15.2% | +14.6% | +1.7% |
| 3M | +3.4% | -16.9% | +20.3% | +4.0% |
| 6M | +10.6% | +161.5% | -150.9% | -9.2% |
| YTD | +10.3% | +148.6% | -138.3% | -9.2% |
| 1Y | +16.3% | +89.6% | -73.3% | -0.5% |
| All | +56.8% | +127.0% | -70.2% | +21.2% |
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