-7.9%
PG vs QLD
+40.7%
-48.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.1% |
| 7D | -3.4% | +1.9% | -5.3% | -3.2% |
| 30D | -2.6% | -1.8% | -0.8% | -2.7% |
| 3M | -3.3% | -0.1% | -3.3% | -3.3% |
| 6M | -6.7% | +32.6% | -39.3% | -5.4% |
| YTD | +1.7% | +27.9% | -26.2% | +2.4% |
| 1Y | -7.9% | +40.3% | -48.2% | -1.9% |
| All | -7.9% | +40.7% | -48.6% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling