+152.5%
QQQM vs PEG
+55.1%
+97.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -0.6% | -1.7% | +1.1% | -0.2% |
| 3M | +1.3% | -6.8% | +8.1% | +3.2% |
| 6M | +18.2% | -11.4% | +29.5% | +22.0% |
| YTD | +16.9% | -7.2% | +24.2% | +18.8% |
| 1Y | +24.0% | -6.1% | +30.2% | +25.3% |
| 3Y | +96.0% | +31.8% | +64.3% | +75.3% |
| 5Y | +95.2% | +35.6% | +59.6% | +72.1% |
| All | +152.5% | +55.1% | +97.4% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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