+219.3%
PFE vs QLD
+9,036.4%
-8,817.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.9% |
| 6M | +10.5% | +32.2% | -21.7% | +1.6% |
| YTD | +20.2% | +28.9% | -8.7% | +10.9% |
| 1Y | +24.1% | +43.8% | -19.8% | +10.9% |
| 3Y | -3.6% | +176.6% | -180.2% | -30.6% |
| 5Y | -20.9% | +121.6% | -142.4% | -43.8% |
| 10Y | +35.8% | +1,652.9% | -1,617.1% | -55.4% |
| All | +219.3% | +9,036.4% | -8,817.1% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling