+852.8%
PM vs QLD
+7,458.4%
-6,605.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.7% | +8.1% | -2.0% |
| 7D | -3.4% | -18.6% | +15.2% | +0.7% |
| 30D | +5.8% | -28.3% | +34.1% | +12.9% |
| 3M | +6.7% | -20.4% | +27.0% | +11.1% |
| 6M | +19.9% | -14.3% | +34.2% | +21.3% |
| YTD | +27.8% | +2.8% | +25.0% | +23.6% |
| 1Y | +39.4% | -1.2% | +40.6% | +35.6% |
| 3Y | +146.9% | +135.3% | +11.6% | +86.2% |
| 5Y | +166.6% | +62.6% | +104.1% | +106.8% |
| 10Y | +242.1% | +1,384.3% | -1,142.2% | +25.9% |
| All | +852.8% | +7,458.4% | -6,605.5% | +81.2% |
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