+58.2%
QQQI vs PENG
+138.4%
-80.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | +0.8% | +7.3% | -6.5% | -0.3% |
| 30D | +0.2% | -7.5% | +7.6% | +1.1% |
| 3M | +2.3% | -17.2% | +19.6% | +3.1% |
| 6M | +11.6% | +176.7% | -165.2% | -9.2% |
| YTD | +11.3% | +161.0% | -149.7% | -9.0% |
| 1Y | +17.4% | +108.8% | -91.4% | -1.2% |
| All | +58.2% | +138.4% | -80.1% | +21.4% |
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