-56.8%
QS vs PENG
+209.5%
-266.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.4% | -8.2% | -0.7% |
| 7D | +5.4% | -19.4% | +24.9% | +12.4% |
| 30D | -5.3% | -42.4% | +37.1% | +13.3% |
| 3M | -22.6% | -25.6% | +3.0% | -18.5% |
| 6M | -46.2% | +7.3% | -53.4% | -54.7% |
| YTD | -58.9% | +113.9% | -172.8% | -75.2% |
| 1Y | -73.1% | +93.6% | -166.6% | -83.0% |
| 3Y | -27.2% | +170.2% | -197.4% | -65.1% |
| 5Y | -86.2% | +44.2% | -130.4% | -92.1% |
| All | -56.8% | +209.5% | -266.3% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling