-75.6%
QS vs PENG
+116.9%
-192.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.2% | -6.4% |
| 7D | -4.2% | +7.3% | -11.5% | -7.1% |
| 30D | -15.7% | -7.5% | -8.2% | -13.4% |
| 3M | -28.7% | -17.2% | -11.5% | -26.8% |
| 6M | -23.2% | +176.7% | -200.0% | -55.8% |
| YTD | -49.9% | +161.0% | -210.9% | -70.6% |
| 1Y | -38.8% | +108.8% | -147.6% | -60.4% |
| 3Y | -24.0% | +109.8% | -133.8% | -59.9% |
| 5Y | -75.6% | +111.7% | -187.3% | -85.7% |
| All | -75.6% | +116.9% | -192.5% | -85.7% |
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