+82.7%
QQQM vs PENG
+68.7%
+14.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.3% | -8.0% | +0.2% |
| 7D | -0.2% | +1.9% | -2.1% | -1.3% |
| 30D | -7.5% | -37.8% | +30.3% | +0.2% |
| 3M | -3.8% | -14.1% | +10.3% | -3.5% |
| 6M | -3.0% | +13.1% | -16.1% | -11.7% |
| YTD | +12.8% | +151.8% | -139.0% | -15.8% |
| 1Y | +11.6% | +136.0% | -124.4% | -15.6% |
| 3Y | +85.9% | +217.9% | -132.0% | +21.4% |
| 5Y | +82.7% | +64.1% | +18.6% | +28.3% |
| All | +82.7% | +68.7% | +14.1% | +28.3% |
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 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