+18.6%
PG vs QLD
-10.5%
+29.1%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | +0.1% |
| 7D | +0.2% | -1.2% | +1.4% | 0.0% |
| 30D | +10.2% | -15.7% | +25.9% | +7.0% |
| 3M | +16.2% | -10.0% | +26.3% | +14.2% |
| 6M | +18.6% | -11.2% | +29.8% | +16.2% |
| All | +18.6% | -10.5% | +29.1% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling