+14.5%
PG vs QLD
+120.9%
-106.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.4% | +3.0% | -3.4% | -0.6% |
| 30D | -0.1% | -1.8% | +1.7% | -0.1% |
| 3M | +1.1% | -1.8% | +2.9% | +1.0% |
| 6M | -3.8% | +36.9% | -40.7% | -6.4% |
| YTD | +3.8% | +28.7% | -24.8% | +1.4% |
| 1Y | -5.8% | +41.9% | -47.6% | -8.9% |
| 3Y | +3.0% | +184.2% | -181.2% | -9.4% |
| 5Y | +14.5% | +122.1% | -107.6% | -3.6% |
| All | +14.5% | +120.9% | -106.4% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling