+40.3%
QLD vs PFG
+47.8%
-7.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +1.9% | +3.2% | -1.3% | +0.7% |
| 30D | -1.8% | +0.9% | -2.7% | -2.2% |
| 3M | -0.1% | +7.7% | -7.8% | -3.5% |
| 6M | +32.6% | +29.0% | +3.6% | +15.2% |
| YTD | +27.9% | +32.5% | -4.6% | +9.6% |
| 1Y | +40.3% | +47.3% | -7.0% | +15.4% |
| All | +40.3% | +47.8% | -7.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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