+8,329.0%
QLD vs PAAS
+226.9%
+8,102.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | -0.1% |
| 7D | -9.4% | -1.1% | -8.3% | -9.2% |
| 30D | -17.1% | -8.5% | -8.6% | -15.4% |
| 3M | -10.4% | -7.3% | -3.1% | -9.4% |
| 6M | +0.7% | -18.3% | +19.0% | +4.7% |
| YTD | +17.7% | -19.2% | +36.9% | +21.2% |
| 1Y | +14.7% | +26.1% | -11.5% | +6.1% |
| 3Y | +169.6% | +183.6% | -14.0% | +98.5% |
| 5Y | +86.7% | +81.2% | +5.5% | +48.2% |
| 10Y | +1,600.8% | +187.8% | +1,413.0% | +993.5% |
| All | +8,329.0% | +226.9% | +8,102.1% | +3,462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling