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  • QLD vs PFG✓SelectedUSD · PFGQLD vs PFG performance historyLatest closeAs of+0.33%09/04
Stock and ETF performance explorer

QLD vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,127.5%
PFG return
+311.3%
Excess return
+8,816.2%
Maximum drawdown
-83.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
1D+0.3%-1.5%+1.9%+1.2%
7D+0.6%+5.5%-5.0%-2.5%
30D-0.1%+2.4%-2.5%-1.6%
3M-8.4%+13.6%-21.9%-15.4%
6M+32.2%+27.9%+4.3%+14.4%
YTD+28.9%+35.6%-6.7%+7.6%
1Y+43.8%+48.5%-4.6%+13.9%
3Y+176.6%+66.9%+109.7%+106.4%
5Y+121.6%+111.0%+10.6%+49.0%
10Y+1,652.9%+244.5%+1,408.4%+769.9%
All+9,127.5%+311.3%+8,816.2%+3,009.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling