+437.9%
PG vs QLD
+7,876.9%
-7,439.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +0.5% |
| 7D | +2.9% | -1.4% | +4.3% | +3.0% |
| 30D | +12.0% | -19.6% | +31.6% | +16.0% |
| 3M | +16.2% | -14.1% | +30.4% | +18.7% |
| 6M | +16.6% | -13.6% | +30.2% | +17.8% |
| YTD | +20.9% | +12.5% | +8.3% | +15.5% |
| 1Y | +17.8% | +13.1% | +4.7% | +12.2% |
| 3Y | +21.2% | +154.7% | -133.5% | -6.2% |
| 5Y | +31.7% | +81.1% | -49.4% | +3.9% |
| 10Y | +156.9% | +1,418.0% | -1,261.1% | +12.0% |
| All | +437.9% | +7,876.9% | -7,439.0% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling