+7.1%
QLD vs PBR
+47.0%
-40.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -3.8% | -13.3% | +9.5% | -5.2% |
| 30D | -20.5% | -27.7% | +7.2% | -23.3% |
| 3M | -14.6% | +2.7% | -17.3% | -14.2% |
| 6M | -14.7% | -6.7% | -7.9% | -14.9% |
| YTD | +11.2% | +60.9% | -49.8% | +8.2% |
| 1Y | +7.1% | +46.6% | -39.5% | +4.0% |
| All | +7.1% | +47.0% | -40.0% | +4.0% |
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