+3.0%
PG vs QLD
+185.1%
-182.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.4% | +3.0% | -3.4% | -0.4% |
| 30D | -0.1% | -1.8% | +1.7% | -0.2% |
| 3M | +1.1% | -1.8% | +2.9% | +1.1% |
| 6M | -3.8% | +36.9% | -40.7% | -3.8% |
| YTD | +3.8% | +28.7% | -24.8% | +3.7% |
| 1Y | -5.8% | +41.9% | -47.6% | -5.9% |
| 3Y | +3.0% | +184.2% | -181.2% | -1.3% |
| All | +3.0% | +185.1% | -182.1% | -1.3% |
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