+149.8%
QQQM vs PENG
+279.5%
-129.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.1% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | -1.4% | -15.2% | +13.8% | +1.6% |
| 3M | +2.2% | -16.9% | +19.1% | +3.0% |
| 6M | +16.9% | +161.5% | -144.6% | -9.5% |
| YTD | +15.7% | +148.6% | -132.9% | -10.1% |
| 1Y | +22.7% | +89.6% | -66.9% | +0.2% |
| 3Y | +93.9% | +99.8% | -5.8% | +42.8% |
| 5Y | +94.6% | +100.9% | -6.4% | +37.3% |
| All | +149.8% | +279.5% | -129.7% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling