+121.0%
QLD vs PAAS
+113.1%
+8.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.0% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | -0.1% | +6.8% | -6.9% | -2.5% |
| 3M | -8.4% | -2.9% | -5.5% | -8.2% |
| 6M | +32.2% | -16.4% | +48.6% | +37.1% |
| YTD | +28.9% | 0.0% | +28.9% | +25.5% |
| 1Y | +43.8% | +54.3% | -10.5% | +22.2% |
| 3Y | +176.6% | +230.7% | -54.1% | +76.8% |
| All | +121.0% | +113.1% | +8.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 5y: compounded portfolio wealth divided by compounded PAAS 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…
5y analysis · Full analysis span regression · 6 months rolling