+1,450.1%
QLD vs PBR
+499.6%
+950.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.8% | -13.3% | +9.5% | +0.5% |
| 30D | -20.5% | -27.7% | +7.2% | -12.9% |
| 3M | -14.6% | +2.7% | -17.3% | -16.7% |
| 6M | -14.7% | -6.7% | -7.9% | -14.7% |
| YTD | +11.2% | +60.9% | -49.8% | -8.5% |
| 1Y | +7.1% | +46.6% | -39.5% | -9.3% |
| 3Y | +141.1% | +69.1% | +72.0% | +91.0% |
| 5Y | +84.3% | +469.6% | -385.3% | -11.4% |
| 10Y | +1,450.1% | +523.4% | +926.7% | +544.9% |
| All | +1,450.1% | +499.6% | +950.5% | +544.9% |
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