+19.3%
PG vs QLD
+8.6%
+10.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | +4.1% | -3.8% | +7.9% | +3.7% |
| 30D | +12.3% | -20.5% | +32.8% | +9.5% |
| 3M | +15.9% | -14.6% | +30.6% | +14.0% |
| 6M | +16.8% | -14.7% | +31.5% | +14.5% |
| YTD | +21.1% | +11.2% | +9.9% | +18.5% |
| 1Y | +19.3% | +7.1% | +12.2% | +16.2% |
| All | +19.3% | +8.6% | +10.7% | +16.2% |
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