+23.4%
PFE vs QLD
+154.4%
-131.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.1% |
| 7D | -3.0% | -1.2% | -1.8% | -2.9% |
| 30D | +5.2% | -15.7% | +20.9% | +6.0% |
| 3M | +12.2% | -10.0% | +22.3% | +12.6% |
| 6M | +17.8% | -11.2% | +29.0% | +17.9% |
| YTD | +26.2% | +16.4% | +9.8% | +23.2% |
| 1Y | +23.2% | +12.7% | +10.5% | +20.5% |
| All | +23.4% | +154.4% | -131.0% | +17.3% |
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