+7,956.4%
QLD vs PBR
+336.5%
+7,619.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.2% |
| 7D | -1.4% | -13.3% | +11.8% | +4.0% |
| 30D | -19.6% | -27.5% | +7.9% | -10.1% |
| 3M | -14.1% | +5.2% | -19.3% | -17.4% |
| 6M | -13.6% | -6.4% | -7.2% | -13.8% |
| YTD | +12.5% | +61.6% | -49.0% | -10.5% |
| 1Y | +13.1% | +48.9% | -35.7% | -7.4% |
| 3Y | +154.7% | +70.0% | +84.7% | +93.3% |
| 5Y | +81.1% | +469.0% | -387.9% | -21.8% |
| 10Y | +1,418.0% | +471.6% | +946.4% | +432.1% |
| All | +7,956.4% | +336.5% | +7,619.9% | +2,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling