-90.0%
QS vs PENG
+66.2%
-156.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.7% | -9.6% | -8.5% |
| 7D | -5.6% | +34.6% | -40.2% | -16.5% |
| 30D | -5.8% | -35.9% | +30.1% | +7.9% |
| 3M | -39.2% | -14.7% | -24.5% | -39.6% |
| 6M | -53.9% | +13.5% | -67.4% | -62.0% |
| YTD | -62.8% | +156.1% | -218.9% | -79.3% |
| 1Y | -73.5% | +141.3% | -214.8% | -84.9% |
| 3Y | -29.1% | +223.4% | -252.5% | -69.4% |
| 5Y | -90.0% | +67.4% | -157.4% | -94.7% |
| All | -90.0% | +66.2% | -156.2% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling