-71.3%
QS vs PENG
+120.5%
-191.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.1% | +16.6% | +10.3% |
| 7D | +4.5% | -20.5% | +25.0% | +11.3% |
| 30D | -4.1% | -20.4% | +16.2% | -0.2% |
| 3M | -22.1% | -16.4% | -5.7% | -21.4% |
| 6M | -38.4% | +49.2% | -87.6% | -55.6% |
| YTD | -57.5% | +147.2% | -204.7% | -77.7% |
| 1Y | -71.3% | +124.7% | -196.0% | -84.0% |
| All | -71.3% | +120.5% | -191.8% | -84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling