+364.9%
PG vs QLD
+9,036.4%
-8,671.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | -0.2% | -0.1% | -0.1% | -0.3% |
| 3M | +4.8% | -8.4% | +13.2% | +5.6% |
| 6M | -6.1% | +32.2% | -38.3% | -12.1% |
| YTD | +4.5% | +28.9% | -24.4% | -2.0% |
| 1Y | -5.3% | +43.8% | -49.1% | -13.5% |
| 3Y | +2.6% | +176.6% | -174.0% | -21.4% |
| 5Y | +15.6% | +121.6% | -106.0% | -12.0% |
| 10Y | +118.0% | +1,652.9% | -1,534.9% | -7.0% |
| All | +364.9% | +9,036.4% | -8,671.5% | +5.9% |
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