-73.1%
QS vs PENG
+88.9%
-162.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.4% | -8.2% | +0.5% |
| 7D | +5.4% | -19.4% | +24.9% | +10.7% |
| 30D | -5.3% | -42.4% | +37.1% | +9.2% |
| 3M | -22.6% | -25.6% | +3.0% | -19.9% |
| 6M | -46.2% | +7.3% | -53.4% | -55.5% |
| YTD | -58.9% | +113.9% | -172.8% | -77.0% |
| 1Y | -73.1% | +93.6% | -166.6% | -84.1% |
| All | -73.1% | +88.9% | -162.0% | -84.1% |
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 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