+63.3%
PFE vs QLD
+1,338.5%
-1,275.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.7% | +9.8% | -0.9% |
| 7D | -0.2% | -18.6% | +18.3% | +2.9% |
| 30D | +8.7% | -28.3% | +36.9% | +14.2% |
| 3M | +15.8% | -20.4% | +36.2% | +19.5% |
| 6M | +16.8% | -14.3% | +31.1% | +18.2% |
| YTD | +26.2% | +2.8% | +23.4% | +23.3% |
| 1Y | +29.9% | -1.2% | +31.1% | +27.6% |
| 3Y | +15.9% | +135.3% | -119.4% | -6.0% |
| 5Y | -20.6% | +62.6% | -83.2% | -33.9% |
| All | +63.3% | +1,338.5% | -1,275.2% | -18.9% |
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