+41.9%
QLD vs PBR
+77.4%
-35.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | +0.1% |
| 7D | +3.0% | +2.5% | +0.5% | +3.2% |
| 30D | -1.8% | +19.4% | -21.2% | -0.5% |
| 3M | -1.8% | +20.8% | -22.6% | -0.4% |
| 6M | +36.9% | +23.5% | +13.4% | +34.2% |
| YTD | +28.7% | +83.4% | -54.7% | +21.4% |
| 1Y | +41.9% | +77.6% | -35.7% | +32.4% |
| All | +41.9% | +77.4% | -35.5% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling