+148.4%
PM vs QLD
+134.4%
+14.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.7% | +8.1% | -5.1% |
| 7D | -3.4% | -18.6% | +15.2% | -4.2% |
| 30D | +5.8% | -28.3% | +34.1% | +4.4% |
| 3M | +6.7% | -20.4% | +27.0% | +5.7% |
| 6M | +19.9% | -14.3% | +34.2% | +18.9% |
| YTD | +27.8% | +2.8% | +25.0% | +26.7% |
| 1Y | +39.4% | -1.2% | +40.6% | +38.2% |
| All | +148.4% | +134.4% | +14.0% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling