-33.5%
QS vs PENG
+209.7%
-243.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.5% | +0.3% | -3.4% |
| 7D | -14.0% | +13.2% | -27.2% | -17.7% |
| 30D | -6.4% | -29.9% | +23.6% | +2.1% |
| 3M | -40.3% | -22.2% | -18.0% | -38.5% |
| 6M | -57.5% | -1.9% | -55.6% | -61.7% |
| YTD | -64.7% | +142.1% | -206.8% | -78.0% |
| 1Y | -72.9% | +151.5% | -224.4% | -83.3% |
| 3Y | -33.5% | +206.9% | -240.4% | -68.6% |
| All | -33.5% | +209.7% | -243.2% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling