+152.0%
QQQM vs PEP
+16.1%
+136.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | -1.2% | -0.7% | -0.5% | -1.1% |
| 3M | -0.1% | -4.1% | +4.0% | +0.6% |
| 6M | +18.0% | -13.1% | +31.0% | +21.5% |
| YTD | +16.7% | -2.1% | +18.8% | +16.0% |
| 1Y | +23.0% | -1.7% | +24.7% | +21.7% |
| 3Y | +93.3% | -15.1% | +108.4% | +100.4% |
| 5Y | +96.3% | +3.1% | +93.2% | +81.2% |
| All | +152.0% | +16.1% | +136.0% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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