+9,127.5%
QLD vs PBR
+378.6%
+8,748.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +0.6% | +8.6% | -8.0% | -2.8% |
| 30D | -0.1% | +12.8% | -12.9% | -5.0% |
| 3M | -8.4% | +14.7% | -23.0% | -13.8% |
| 6M | +32.2% | +25.2% | +7.0% | +18.5% |
| YTD | +28.9% | +77.1% | -48.2% | +0.5% |
| 1Y | +43.8% | +69.6% | -25.7% | +13.5% |
| 3Y | +176.6% | +95.6% | +81.0% | +101.4% |
| 5Y | +121.6% | +501.8% | -380.2% | -5.8% |
| 10Y | +1,652.9% | +640.6% | +1,012.3% | +458.0% |
| All | +9,127.5% | +378.6% | +8,748.8% | +2,337.5% |
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