+166.7%
PG vs QLD
+1,387.1%
-1,220.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +4.1% | -3.8% | +7.9% | +4.4% |
| 30D | +12.3% | -20.5% | +32.8% | +15.3% |
| 3M | +15.9% | -14.6% | +30.6% | +17.8% |
| 6M | +16.8% | -14.7% | +31.5% | +17.9% |
| YTD | +21.1% | +11.2% | +9.9% | +17.1% |
| 1Y | +19.3% | +7.1% | +12.2% | +15.8% |
| 3Y | +20.6% | +141.1% | -120.5% | -1.4% |
| 5Y | +30.7% | +84.3% | -53.6% | +7.6% |
| 10Y | +166.7% | +1,450.1% | -1,283.4% | +30.4% |
| All | +166.7% | +1,387.1% | -1,220.5% | +30.4% |
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