+49.6%
PFE vs QLD
+1,470.2%
-1,420.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -1.6% |
| 7D | -4.7% | -1.4% | -3.3% | -4.6% |
| 30D | +3.4% | -19.6% | +22.9% | +6.6% |
| 3M | +9.2% | -14.1% | +23.4% | +11.3% |
| 6M | +15.8% | -13.6% | +29.4% | +17.1% |
| YTD | +23.4% | +12.5% | +10.9% | +18.8% |
| 1Y | +25.8% | +13.1% | +12.7% | +20.8% |
| 3Y | +17.8% | +154.7% | -136.9% | -5.6% |
| 5Y | -20.2% | +81.1% | -101.3% | -34.8% |
| 10Y | +49.6% | +1,418.0% | -1,368.4% | -25.7% |
| All | +49.6% | +1,470.2% | -1,420.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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