-2.5%
PFE vs QLD
+178.0%
-180.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | +10.2% | -0.1% | +10.4% | +10.2% |
| 3M | +12.7% | -8.4% | +21.0% | +13.2% |
| 6M | +10.5% | +32.2% | -21.7% | +7.2% |
| YTD | +20.2% | +28.9% | -8.7% | +16.7% |
| 1Y | +24.1% | +43.8% | -19.8% | +19.2% |
| All | -2.5% | +178.0% | -180.5% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling