-57.5%
QS vs PENG
+264.4%
-321.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +10.3% | -15.7% | -9.4% |
| 7D | -5.0% | +1.9% | -6.8% | -7.2% |
| 30D | -1.4% | -37.8% | +36.4% | +14.4% |
| 3M | -33.6% | -14.1% | -19.5% | -34.2% |
| 6M | -47.6% | +13.1% | -60.7% | -56.6% |
| YTD | -59.6% | +151.8% | -211.4% | -77.2% |
| 1Y | -73.5% | +136.0% | -209.5% | -84.6% |
| 3Y | -23.0% | +217.9% | -241.0% | -65.5% |
| 5Y | -89.4% | +64.1% | -153.5% | -94.3% |
| All | -57.5% | +264.4% | -321.9% | -81.3% |
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 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