+95.0%
QQQM vs PENG
+107.7%
-12.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.5% | +7.8% | -6.3% | -0.1% |
| 30D | -0.7% | -12.2% | +11.6% | +1.6% |
| 3M | +0.4% | -20.6% | +21.1% | +2.3% |
| 6M | +20.1% | +180.9% | -160.9% | -9.2% |
| YTD | +17.2% | +162.3% | -145.0% | -10.6% |
| 1Y | +24.7% | +107.3% | -82.5% | -0.7% |
| 3Y | +96.6% | +110.8% | -14.2% | +41.4% |
| 5Y | +95.0% | +117.8% | -22.8% | +38.1% |
| All | +95.0% | +107.7% | -12.7% | +38.1% |
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