+192.1%
PM vs QLD
+1,646.9%
-1,454.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -4.9% | +0.6% | -5.4% | -5.0% |
| 30D | -3.4% | -0.1% | -3.3% | -3.4% |
| 3M | +5.2% | -8.4% | +13.5% | +5.8% |
| 6M | +3.7% | +32.2% | -28.5% | -2.1% |
| YTD | +15.8% | +28.9% | -13.1% | +9.6% |
| 1Y | +17.4% | +43.8% | -26.5% | +8.5% |
| 3Y | +116.9% | +176.6% | -59.7% | +70.7% |
| 5Y | +117.3% | +121.6% | -4.3% | +70.7% |
| All | +192.1% | +1,646.9% | -1,454.8% | +11.4% |
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