+232.4%
PM vs QLD
+1,375.1%
-1,142.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.2% |
| 7D | -5.2% | -10.3% | +5.0% | -3.8% |
| 30D | +2.7% | -26.1% | +28.8% | +6.9% |
| 3M | +6.1% | -17.8% | +23.9% | +8.6% |
| 6M | +18.0% | -15.6% | +33.6% | +19.2% |
| YTD | +26.6% | +5.4% | +21.2% | +22.9% |
| 1Y | +36.7% | +5.2% | +31.4% | +32.5% |
| 3Y | +146.0% | +139.4% | +6.6% | +97.1% |
| 5Y | +164.1% | +66.7% | +97.4% | +118.2% |
| All | +232.4% | +1,375.1% | -1,142.7% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling