+71.5%
QSR vs PENG
+751.0%
-679.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -2.4% | +7.3% | -9.6% | -3.2% |
| 30D | +5.7% | -7.5% | +13.2% | +6.4% |
| 3M | +6.9% | -17.2% | +24.2% | +7.0% |
| 6M | +6.9% | +176.7% | -169.9% | -10.4% |
| YTD | +14.9% | +161.0% | -146.1% | -3.3% |
| 1Y | +29.1% | +108.8% | -79.7% | +11.3% |
| 3Y | +26.1% | +109.8% | -83.7% | +1.7% |
| 5Y | +42.3% | +111.7% | -69.4% | +10.6% |
| All | +71.5% | +751.0% | -679.5% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling