+35.8%
PFE vs QLD
+1,646.9%
-1,611.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +10.2% | -0.1% | +10.4% | +10.2% |
| 3M | +12.7% | -8.4% | +21.0% | +13.6% |
| 6M | +10.5% | +32.2% | -21.7% | +4.2% |
| YTD | +20.2% | +28.9% | -8.7% | +13.6% |
| 1Y | +24.1% | +43.8% | -19.8% | +14.7% |
| 3Y | -3.6% | +176.6% | -180.2% | -23.6% |
| 5Y | -20.9% | +121.6% | -142.4% | -37.7% |
| All | +35.8% | +1,646.9% | -1,611.0% | -42.0% |
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