-99.9%
QID vs PSLV
+109.5%
-209.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.7% |
| 7D | +1.3% | -3.5% | +4.7% | +0.5% |
| 30D | +2.9% | -2.1% | +5.1% | +2.6% |
| 3M | -0.7% | -1.6% | +0.9% | -0.1% |
| 6M | -29.7% | -25.5% | -4.2% | -32.5% |
| YTD | -27.9% | -11.4% | -16.5% | -25.8% |
| 1Y | -34.6% | +48.6% | -83.2% | -22.8% |
| 3Y | -73.5% | +166.9% | -240.4% | -63.0% |
| 5Y | -81.0% | +152.4% | -233.4% | -73.0% |
| 10Y | -99.2% | +187.8% | -286.9% | -98.7% |
| All | -99.9% | +109.5% | -209.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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