-53.8%
QS vs PENG
+238.1%
-292.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.3% | -2.5% | +3.2% |
| 7D | +13.7% | -3.8% | +17.5% | +13.2% |
| 30D | -0.2% | -40.1% | +39.9% | +17.8% |
| 3M | -24.8% | -21.8% | -3.0% | -22.4% |
| 6M | -39.4% | +3.3% | -42.7% | -47.7% |
| YTD | -56.1% | +133.6% | -189.8% | -74.4% |
| 1Y | -72.5% | +110.7% | -183.2% | -83.2% |
| 3Y | -16.3% | +204.3% | -220.6% | -61.8% |
| 5Y | -87.6% | +54.4% | -141.9% | -93.0% |
| All | -53.8% | +238.1% | -292.0% | -79.0% |
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 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