+30.7%
PM vs QLD
+11.5%
+19.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.6% | +1.6% |
| 7D | -7.1% | -1.2% | -5.9% | -7.0% |
| 30D | -2.8% | -15.7% | +12.9% | -5.1% |
| 3M | +6.3% | -10.0% | +16.4% | +5.0% |
| 6M | +9.6% | -11.2% | +20.9% | +8.6% |
| YTD | +25.6% | +16.4% | +9.2% | +23.9% |
| All | +30.7% | +11.5% | +19.2% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling