+133.5%
QLD vs PFG
+75.1%
+58.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.8% | -8.9% | -10.0% |
| 7D | -18.6% | -0.7% | -17.8% | -17.8% |
| 30D | -28.3% | +2.8% | -31.1% | -29.5% |
| 3M | -20.4% | -1.0% | -19.4% | -20.1% |
| 6M | -14.3% | +13.6% | -27.9% | -23.8% |
| YTD | +2.8% | +31.1% | -28.3% | -19.3% |
| 1Y | -1.2% | +43.8% | -45.0% | -28.6% |
| All | +133.5% | +75.1% | +58.5% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling