+1,728.6%
QLD vs PBR
+648.5%
+1,080.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | -1.8% | +17.5% | -19.3% | -6.9% |
| 3M | -0.1% | +20.9% | -21.0% | -6.7% |
| 6M | +32.6% | +20.2% | +12.3% | +22.6% |
| YTD | +27.9% | +84.3% | -56.4% | +2.2% |
| 1Y | +40.3% | +77.1% | -36.8% | +13.1% |
| 3Y | +182.5% | +100.8% | +81.7% | +114.1% |
| 5Y | +122.5% | +556.1% | -433.6% | +2.7% |
| 10Y | +1,728.6% | +676.1% | +1,052.5% | +613.8% |
| All | +1,728.6% | +648.5% | +1,080.1% | +613.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling